• CppCon 2017: Carl Cook “When a Microsecond Is an Eternity: High Performance Trading Systems in C++”

    http://CppCon.org — Presentation Slides, PDFs, Source Code and other presenter materials are available at: https://github.com/CppCon/CppCon2017 — Automated trading involves submitting electronic orders rapidly when opportunities arise. But it’s harder than it seems: either your system is the fastest and you make the trade, or you get nothing. This is a considerable challenge for any C++ developer - the critical path is only a fraction of the total codebase, it is invoked infrequently and unpredictably, yet must execute quickly and without delay. Unfortunately we can’t rely on the help of compilers, operating systems and standard hardware, as they typically aim for maximum throughput and fairness across all processes. This talk describes how successful low latency trading systems can be...

    published: 08 Oct 2017
  • Writing and Testing High-Frequency Trading Engines

    In Java, writing microsecond low-latency systems requires disciplined use of a subset of Java’s features, and testing and persistence provide additional challenges. This presentation looks at some of the solutions possible in Java and where the session’s speaker sees the future of high-frequency trading and Java. Author: Peter Lawrey Innovative developer of high performance Java Systems for competitive advantage. View more trainings by Peter Lawrey at https://www.parleys.com/author/peter-lawrey Find more related tutorials at https://www.parleys.com/category/developer-training-tutorials

    published: 05 Jun 2015
  • The Speed Game: Automated Trading Systems in C++ - Carl Cook - Meeting C++ 2016

    The Speed Game: Automated Trading Systems in C++ - Carl Cook - Meeting C++ 2016 Slides: https://meetingcpp.com/index.php/tv16/items/18.html

    published: 19 Dec 2016
  • Nanex's High Frequency Trading Model (Sped Up)

    Nanex released a video showing the results of half a second of worldwide high frequency trading with Johnson and Johnson stock. I simply sped up the footage to get a better feel of what it looked like. Blow Your Mind.

    published: 09 May 2013
  • What Is High-Frequency Trading? Finance, Algorithms, Software, Strategies, Firms (2014)

    In financial markets, high-frequency trading (HFT) is a type of algorithmic trading characterized by high speeds, high turnover rates, and high order-to-trade ratios that leverages high-frequency financial data and electronic trading tools. While there is no single definition of HFT, among its key attributes are highly sophisticated algorithms, co-location, and very short-term investment horizons. HFT can be viewed as a primary form of algorithmic trading in finance. Specifically, it is the use of sophisticated technological tools and computer algorithms to rapidly trade securities. HFT uses proprietary trading strategies carried out by computers to move in and out of positions in seconds or fractions of a second. Aldridge and Krawciw, 2017 estimate that in 2016 HFT on average initiated 10...

    published: 20 Oct 2017
  • A Closer Look at High-Frequency Trading

    This is the VOA Special English Economics Report, from http://voaspecialenglish.com | http://facebook.com/voalearningenglish Once, stocks were traded through the open outcry system. Today fast, interconnected computers have mostly replaced the traders shouting prices on the floors of stock exchanges. Joe Saluzzi is a head of equity trading at Themis Trading in New Jersey. "The equity market has changed. It's no longer what you see on TV, it's no longer guys with colored jackets running around the floor anymore. .... The equity market is a bunch of co-located computers strung together by a bunch of wires, everyone trying to race to zero. The speed of light is the goal."Computers can process stock trades in thousandths of a second. Andrew Haines of Gain Capital is an online broker. "A mil...

    published: 02 Nov 2011
  • SmartTick executes trades in microseconds

    Buy and sell execute S&P 500 symbols in less than 2 seconds

    published: 12 Jan 2017
  • Execute trades in microseconds

    Buy and sell 500 symbols in 2 seconds

    published: 13 Jan 2017
  • High Frequency Trading | When Machines Take Over Markets | R L Shankar | TEDxGLIMChennai

    Know More about our analytics courses: http://bit.ly/2ka1nw8 Learn how algorithmic trading works and dominates the trading market. Also, about about the working of High Frequency Trading or HFT and its volatility. Dr R L Shankar is a full-time Professor of Finance and Analytics at Great Lakes Institute of Management. He offers Masters and Doctoral courses on Risk management, Financial derivatives, Algorithmic Trading, Fixed income and credit markets, Financial Risk Analytics, Financial engineering, Financial modelling etc. He is also a visiting faculty at IIMs such as IIM Kozhikode, IIM Trichy, and IIM Ranchi. Shankar has rich experience in offering customized programs for working executives. -------------------------------------------------------------------------------------- Great ...

    published: 08 Dec 2017
  • Executes trades in microseconds

    Executes 500 symbols in one second from frontend

    published: 13 Jan 2017
  • FPGA and hardware accelerated trading

    Accelize ultra low latency programmable network platforms are built around its leading edge FPGA accelerator cards. The platforms include a balanced combination of hardware, software, and intellectual property (IP) that enable easy implementation of ultra low latency network data processing and high-performance computing inside the FPGA. TARGET APPLICATIONS Accelize FPGA network platforms are especially targeted at the financial services industry and are deployed in various trading environments. The platforms enable sub-microsecond latency market data processing and order execution and enable orders of magnitude superior performance for algorithmic trading, including options pricing and risk management, over conventional software-based and hybrid approaches.

    published: 15 Jul 2014
  • Is high frequency trading good for financial markets?

    In the October edition of our Big Question video series, Booth professors John Heaton, Tobias Moskowitz, and Eric Budish are joined by Stephen Brodsky of Spot Trading to discuss the effect of technology on financial markets.

    published: 14 Oct 2013
  • Automated Trading Part 2: What's The BEST Programming Language For TRADING

    In this video I talk about what programming Language we like to use the most and which one we will be using to build our automated trading system. Follow us @ FB: www.fb.com/MontrealTradingG/ SITE: www.MontrealTradingGroup.com IG: MTG_CREW

    published: 23 Aug 2017
  • "60 Minutes" investigates high-frequency trading

    "60 Minutes" correspondent Steve Kroft revealed Sunday night how a few stock market insiders are making billions in high-frequency trading. Kroft spoke with Michael Lewis, the author of "Flash Boys," about how insiders are raising the costs of stocks for ordinary investors.

    published: 31 Mar 2014
  • Automated Trading,FDAX, EMINI S&P, Daytrading,Line Break Charts

    Automated Trading,FDAX, EMINI S&P, Daytrading,Line Break Charts

    published: 25 Sep 2017
  • Introduction to Algorithmic Trading

    Watch our short introductory video on Algorithmic Trading where Chandini Jain (ex-Derivatives Trader at Optiver, Chicago) explains basic concepts like trading, markets, exchanges, asset classes and how Auquan can help people looking for a career in trading. This video is intended for people with no previous background in finance. You can read more about us at: http://auquan.com/ Stay tuned for our upcoming tutorial series. Follow us on: Facebook: https://www.facebook.com/tradewithauquan Twitter: https://twitter.com/tradewithauquan

    published: 14 Nov 2016
  • What is High-Frequency Trading, Low-Frequency Trading and Medium-Frequency Trading? #AlgoTradingAMA

    What is Low-Frequency Trading? Trading where your trading strategy can accommodate a latency of ½sec. or a sec. without much deterioration in performance What is Medium Frequency Trading? Trading where your trading strategy can accommodate a latency of few milliseconds What is High-Frequency Trading? Trading where your trading strategy cannot afford a disadvantage of even 1 microsecond. Some helpful links to understand this better: What you need to know about HFT https://www.quantinsti.com/blog/hft-infographic/ High-Frequency Trading and Its Market Impact https://www.quantinsti.com/blog/how-high-frequency-trading-impacts-market-quality/ 4 High-Frequency Trading (HFT) Order Types You Need To Know https://www.quantinsti.com/blog/4-high-frequency-trading-order-types-need-know/ Long-Ter...

    published: 30 Jan 2018
  • EA Traze - High Frequency Trading Forex Robot

    If this is not a high frequency trading robot; than what is?.. This axpert adviser makes on strategy tester much more then myself . . it is too good to be true . . millions on click by click . . $100 EURSEK, on m15 chart on Alpari mt4 platform , . with the Dancing Quin by ABBA . . Thanks for watching . .

    published: 31 Aug 2015
  • CppCon 2017 When a Microsecond Is an Eternity High Performance Trading Systems in C++

    published: 11 Feb 2018
  • Stock Market Insider Trading: High-Frequency Trading Transactions (2014)

    High-frequency trading (HFT) is a primary form of algorithmic trading in finance. Specifically, it is the use of sophisticated technological tools and computer algorithms to rapidly trade securities. HFT uses proprietary trading strategies carried out by computers to move in and out of positions in seconds or fractions of a second. It is estimated that as of 2009, HFT accounted for 60-73% of all US equity trading volume, with that number falling to approximately 50% in 2012. High-frequency traders move in and out of short-term positions at high volumes aiming to capture sometimes a fraction of a cent in profit on every trade. HFT firms do not consume significant amounts of capital, accumulate positions or hold their portfolios overnight. As a result, HFT has a potential Sharpe ratio (a mea...

    published: 02 Mar 2015
  • Interviewing Systematic Trader Viet Dang: High Frequency Trading System - Part 3

    Charlie Burton interviews systematic trader Viet Dang on automated trading. PLEASE LIKE AND SHARE so we can bring you more! Tell us about your intraday system. I have been working on a system that trades 3 times a week, only for London sessions and can deal in 12 currency pairs at a time. On Monday, for my system I find that volatility is too low while on Fridays I tend to get irregular movements for my system. At the moment I'm only using a 0.5% risk and I also watch the exposure. If trading with a prop firm be careful out there - there are lots of firm that claim to be proprietary trading firms but they require you to pay a certain course with them and they also charge you a monthly fee just to sit on a trading desk. There are also lots of traders who claim to be good traders bu...

    published: 06 Apr 2017
  • High Frequency Trading the New Algorithmic Ecosystem - Sean Gourley

    Speaker Bio: Dr. Sean Gourley is the founder and CTO of Quid. He is a Physicist by training and has studied the mathematical patterns of war and terrorism. He is building tools to augment human intelligence. Description of Talk: The speed of human strategic thinking is fundamentally limited by the biological hardware that makes up the brain. As humans we simply cannot operate on the millisecond time scale -- but algorithms can, and it is these algorithms that are now dominating the financial landscape. In this talk Sean Gourley examines this high frequency algorithmic ecosystem. An ecosystem, Gourley argues, that has evolved to the point where we as humans are no longer fully in control. With computers, algorithms complexity and accuracy, and information data-sets growing at an exponen...

    published: 21 Aug 2017
  • Steven – Trader, Amsterdam

    published: 14 Oct 2016
  • High Frequency Trading - Rabiolab

    A really interesting segment from the radio podcast Rabiolab. the Episode is titled 'speed' and this particular segment looks into the world of the stock exchange. In particular a practice that has recently become popular called High Frequency Trading. This is the same phenomenon that was blamed for the 2010 Flash Crash in which the market had the largest dip in decades. If you like this segment go to http://www.radiolab.org/ and donate to this amazing podcast.

    published: 22 Feb 2013
developed with YouTube
CppCon 2017: Carl Cook “When a Microsecond Is an Eternity: High Performance Trading Systems in C++”
1:00:07

CppCon 2017: Carl Cook “When a Microsecond Is an Eternity: High Performance Trading Systems in C++”

  • Order:
  • Duration: 1:00:07
  • Updated: 08 Oct 2017
  • views: 35126
videos
http://CppCon.org — Presentation Slides, PDFs, Source Code and other presenter materials are available at: https://github.com/CppCon/CppCon2017 — Automated trading involves submitting electronic orders rapidly when opportunities arise. But it’s harder than it seems: either your system is the fastest and you make the trade, or you get nothing. This is a considerable challenge for any C++ developer - the critical path is only a fraction of the total codebase, it is invoked infrequently and unpredictably, yet must execute quickly and without delay. Unfortunately we can’t rely on the help of compilers, operating systems and standard hardware, as they typically aim for maximum throughput and fairness across all processes. This talk describes how successful low latency trading systems can be developed in C++, demonstrating common coding techniques used to reduce execution times. While automated trading is used as the motivation for this talk, the topics discussed are equally valid to other domains such as game development and soft real-time processing. — Carl Cook: Optiver, Software Engineer Carl has a Ph.D. from the University of Canterbury, New Zealand, graduating in 2006. He currently works for Optiver, a global electronic market maker, where he is tasked with adding new trading features into the execution stack while continually reducing latencies. Carl is also an active member of SG14, making sure that requirements from the automated trading industry are represented. He is currently assisting with several proposals, including non-allocating standard functions, fast containers, and CPU affinity/cache control. — Videos Filmed & Edited by Bash Films: http://www.BashFilms.com
https://wn.com/Cppcon_2017_Carl_Cook_“When_A_Microsecond_Is_An_Eternity_High_Performance_Trading_Systems_In_C_”
Writing and Testing High-Frequency Trading Engines
1:07:52

Writing and Testing High-Frequency Trading Engines

  • Order:
  • Duration: 1:07:52
  • Updated: 05 Jun 2015
  • views: 10300
videos
In Java, writing microsecond low-latency systems requires disciplined use of a subset of Java’s features, and testing and persistence provide additional challenges. This presentation looks at some of the solutions possible in Java and where the session’s speaker sees the future of high-frequency trading and Java. Author: Peter Lawrey Innovative developer of high performance Java Systems for competitive advantage. View more trainings by Peter Lawrey at https://www.parleys.com/author/peter-lawrey Find more related tutorials at https://www.parleys.com/category/developer-training-tutorials
https://wn.com/Writing_And_Testing_High_Frequency_Trading_Engines
The Speed Game: Automated Trading Systems in C++ - Carl Cook - Meeting C++ 2016
1:04:38

The Speed Game: Automated Trading Systems in C++ - Carl Cook - Meeting C++ 2016

  • Order:
  • Duration: 1:04:38
  • Updated: 19 Dec 2016
  • views: 19354
videos
The Speed Game: Automated Trading Systems in C++ - Carl Cook - Meeting C++ 2016 Slides: https://meetingcpp.com/index.php/tv16/items/18.html
https://wn.com/The_Speed_Game_Automated_Trading_Systems_In_C_Carl_Cook_Meeting_C_2016
Nanex's High Frequency Trading Model (Sped Up)
7:39

Nanex's High Frequency Trading Model (Sped Up)

  • Order:
  • Duration: 7:39
  • Updated: 09 May 2013
  • views: 68409
videos
Nanex released a video showing the results of half a second of worldwide high frequency trading with Johnson and Johnson stock. I simply sped up the footage to get a better feel of what it looked like. Blow Your Mind.
https://wn.com/Nanex's_High_Frequency_Trading_Model_(Sped_Up)
What Is High-Frequency Trading? Finance, Algorithms, Software, Strategies, Firms (2014)
42:11

What Is High-Frequency Trading? Finance, Algorithms, Software, Strategies, Firms (2014)

  • Order:
  • Duration: 42:11
  • Updated: 20 Oct 2017
  • views: 708
videos
In financial markets, high-frequency trading (HFT) is a type of algorithmic trading characterized by high speeds, high turnover rates, and high order-to-trade ratios that leverages high-frequency financial data and electronic trading tools. While there is no single definition of HFT, among its key attributes are highly sophisticated algorithms, co-location, and very short-term investment horizons. HFT can be viewed as a primary form of algorithmic trading in finance. Specifically, it is the use of sophisticated technological tools and computer algorithms to rapidly trade securities. HFT uses proprietary trading strategies carried out by computers to move in and out of positions in seconds or fractions of a second. Aldridge and Krawciw, 2017 estimate that in 2016 HFT on average initiated 10-40% of trading volume in equities, and 10-15% of volume in foreign exchange and commodities. Intraday, however, proportion of HFT may vary from 0% to 100% of short-term trading volume. Previous estimates reporting that HFT accounted for 60-73% of all US equity trading volume, with that number falling to approximately 50% in 2012 were highly inaccurate speculative guesses. High-frequency traders move in and out of short-term positions at high volumes and high speeds aiming to capture sometimes a fraction of a cent in profit on every trade. HFT firms do not consume significant amounts of capital, accumulate positions or hold their portfolios overnight. As a result, HFT has a potential Sharpe ratio (a measure of reward to risk) tens of times higher than traditional buy-and-hold strategies. High-frequency traders typically compete against other HFTs, rather than long-term investors. HFT firms make up the low margins with incredibly high volumes of trades, frequently numbering in the millions. A substantial body of research argues that HFT and electronic trading pose new types of challenges to the financial system. Algorithmic and high-frequency traders were both found to have contributed to volatility in the Flash Crash of May 6, 2010, when high-frequency liquidity providers rapidly withdrew from the market. Several European countries have proposed curtailing or banning HFT due to concerns about volatility. Advanced computerized trading platforms and market gateways are becoming standard tools of most types of traders, including high-frequency traders. Broker-dealers now compete on routing order flow directly, in the fastest and most efficient manner, to the line handler where it undergoes a strict set of risk filters before hitting the execution venue(s). Ultra-low latency direct market access (ULLDMA) is a hot topic amongst brokers and technology vendors such as Goldman Sachs, Credit Suisse, and UBS. Typically, ULLDMA systems can currently handle high amounts of volume and boast round-trip order execution speeds (from hitting "transmit order" to receiving an acknowledgment) of 10 milliseconds or less. Such performance is achieved with the use of hardware acceleration or even full-hardware processing of incoming market data, in association with high-speed communication protocols, such as 10 Gigabit Ethernet or PCI Express. More specifically, some companies provide full-hardware appliances based on FPGA technology to obtain sub-microsecond end-to-end market data processing. Buy side traders made efforts to curb predatory HFT strategies. Brad Katsuyama, co-founder of the IEX, led a team that implemented THOR, a securities order-management system that splits large orders into smaller sub-orders that arrive at the same time to all the exchanges through the use of intentional delays. This largely prevents information leakage in the propagation of orders that high-speed traders can take advantage of.[112] In 2016, after having with Intercontinental Exchange Inc. and others failed to prevent SEC approval of IEX's launch and having failed to sue as it had threatened to do over the SEC approval, Nasdaq launched a 'speed bump' product of its own to compete with IEX. According to Nasdaq CEO Robert Greifeld "the regulator shouldn’t have approved IEX without changing the rules that required quotes to be immediately visible". https://en.wikipedia.org/wiki/High-frequency_trading Michael Monroe Lewis (born October 15, 1960) is an American non-fiction author and financial journalist. His bestselling books include Liar's Poker (1989), The New New Thing (2000), Moneyball: The Art of Winning an Unfair Game (2003), The Blind Side: Evolution of a Game (2006), Panic (2008), Home Game: An Accidental Guide to Fatherhood (2009), The Big Short: Inside the Doomsday Machine (2010), Boomerang: Travels in the New Third World (2011) and Flash Boys (2014). He has also been a contributing editor to Vanity Fair since 2009. His most recent book is called The Undoing Project. https://en.wikipedia.org/wiki/Michael_Lewis Image By Michael Ivanov (tug) [CC BY 2.0 (http://creativecommons.org/licenses/by/2.0)], via Wikimedia Commons
https://wn.com/What_Is_High_Frequency_Trading_Finance,_Algorithms,_Software,_Strategies,_Firms_(2014)
A Closer Look at High-Frequency Trading
4:03

A Closer Look at High-Frequency Trading

  • Order:
  • Duration: 4:03
  • Updated: 02 Nov 2011
  • views: 45457
videos
This is the VOA Special English Economics Report, from http://voaspecialenglish.com | http://facebook.com/voalearningenglish Once, stocks were traded through the open outcry system. Today fast, interconnected computers have mostly replaced the traders shouting prices on the floors of stock exchanges. Joe Saluzzi is a head of equity trading at Themis Trading in New Jersey. "The equity market has changed. It's no longer what you see on TV, it's no longer guys with colored jackets running around the floor anymore. .... The equity market is a bunch of co-located computers strung together by a bunch of wires, everyone trying to race to zero. The speed of light is the goal."Computers can process stock trades in thousandths of a second. Andrew Haines of Gain Capital is an online broker. "A millisecond can mean millions of dollars to the success of your strategy. Having a one, two, three millisecond advantage over other traders may mean that you get into a trade at a preferable price." Andrew Haines says an estimated seventy percent of all stock trades are high-frequency trades made with complex computer models. Stocks may be held for only seconds. But fast trades are also blamed for big moves in stock prices.On May sixth, two thousand ten, a leading measure of American stocks briefly fell about nine percent. The Dow Jones Industrial Average then recovered much of those losses by the end of trading that day. The Securities and Exchange Commission ordered steps to prevent future "flash crashes" like that one. Joel Hasbrouck of New York University says those steps are working. "They're called circuit-breakers, and basically what they mean is that when a stock has moved by a large amount in a short period of time, there's a trading halt."Joe Saluzzi of Themis Trading says the main problem with high-speed trading is an unbalanced market. "The stock market used to be a predictor of the future economy. Now I think the stock market is a backwards predictor. ... It's forecasting the next microsecond move. It's not forecasting the next six months, because most of the volume is being dominated by guys who could care less what goes on in six months. So, how could you think the price is being set correctly?" But Joel Hasbrouck says high-speed trading can reduce sharp rises or drops in stock prices. "In normal circumstances, high-frequency traders act as market-makers. That means they stand by passively waiting to buy or sell from whoever comes into the market needing to trade. In that capacity, they actually help stabilize the market." For VOA Special English, I'm Alex Villarreal. (Adapted from a radio program broadcast 30Sep2011)
https://wn.com/A_Closer_Look_At_High_Frequency_Trading
SmartTick executes trades in microseconds
0:17

SmartTick executes trades in microseconds

  • Order:
  • Duration: 0:17
  • Updated: 12 Jan 2017
  • views: 43
videos
Buy and sell execute S&P 500 symbols in less than 2 seconds
https://wn.com/Smarttick_Executes_Trades_In_Microseconds
Execute trades in microseconds
0:33

Execute trades in microseconds

  • Order:
  • Duration: 0:33
  • Updated: 13 Jan 2017
  • views: 98
videos
Buy and sell 500 symbols in 2 seconds
https://wn.com/Execute_Trades_In_Microseconds
High Frequency Trading | When Machines Take Over Markets | R L Shankar | TEDxGLIMChennai
16:17

High Frequency Trading | When Machines Take Over Markets | R L Shankar | TEDxGLIMChennai

  • Order:
  • Duration: 16:17
  • Updated: 08 Dec 2017
  • views: 257
videos
Know More about our analytics courses: http://bit.ly/2ka1nw8 Learn how algorithmic trading works and dominates the trading market. Also, about about the working of High Frequency Trading or HFT and its volatility. Dr R L Shankar is a full-time Professor of Finance and Analytics at Great Lakes Institute of Management. He offers Masters and Doctoral courses on Risk management, Financial derivatives, Algorithmic Trading, Fixed income and credit markets, Financial Risk Analytics, Financial engineering, Financial modelling etc. He is also a visiting faculty at IIMs such as IIM Kozhikode, IIM Trichy, and IIM Ranchi. Shankar has rich experience in offering customized programs for working executives. -------------------------------------------------------------------------------------- Great Learning is an online and hybrid learning company that offers high-quality, impactful, and industry-relevant programs to working professionals like you. These programs help you master data-driven decision-making regardless of the sector or function you work in and accelerate your career in high growth areas like Big Data and Analytics. PG Program in Business Analytics (PGP-BABI): 12-month program with classroom training on weekends + online learning covering analytics tools and techniques and their application in business. PG Program in Big Data Analytics (PGP-BDA): 12-month program with classroom training on weekends + online learning covering big data analytics tools and techniques, machine learning with hands-on exposure to big data tools such as Hadoop, Python, Spark, Pig etc. PGP-Data Science & Engineering: 6-month weekend and classroom program allowing participants enables participants in learning conceptual building of techniques and foundations required for analytics roles. PG Program in Cloud Computing: 6-month online program in Cloud Computing & Architecture for technology professionals who want their careers to be cloud-ready. Business Analytics Certificate Program (BACP): 6-month online data analytics certification enabling participants to gain in-depth and hands-on knowledge of analytical concepts.
https://wn.com/High_Frequency_Trading_|_When_Machines_Take_Over_Markets_|_R_L_Shankar_|_Tedxglimchennai
Executes trades in microseconds
0:25

Executes trades in microseconds

  • Order:
  • Duration: 0:25
  • Updated: 13 Jan 2017
  • views: 27
videos
Executes 500 symbols in one second from frontend
https://wn.com/Executes_Trades_In_Microseconds
FPGA and hardware accelerated trading
3:51

FPGA and hardware accelerated trading

  • Order:
  • Duration: 3:51
  • Updated: 15 Jul 2014
  • views: 7347
videos
Accelize ultra low latency programmable network platforms are built around its leading edge FPGA accelerator cards. The platforms include a balanced combination of hardware, software, and intellectual property (IP) that enable easy implementation of ultra low latency network data processing and high-performance computing inside the FPGA. TARGET APPLICATIONS Accelize FPGA network platforms are especially targeted at the financial services industry and are deployed in various trading environments. The platforms enable sub-microsecond latency market data processing and order execution and enable orders of magnitude superior performance for algorithmic trading, including options pricing and risk management, over conventional software-based and hybrid approaches.
https://wn.com/Fpga_And_Hardware_Accelerated_Trading
Is high frequency trading good for financial markets?
31:54

Is high frequency trading good for financial markets?

  • Order:
  • Duration: 31:54
  • Updated: 14 Oct 2013
  • views: 10499
videos
In the October edition of our Big Question video series, Booth professors John Heaton, Tobias Moskowitz, and Eric Budish are joined by Stephen Brodsky of Spot Trading to discuss the effect of technology on financial markets.
https://wn.com/Is_High_Frequency_Trading_Good_For_Financial_Markets
Automated Trading Part 2: What's The BEST Programming Language For TRADING
6:37

Automated Trading Part 2: What's The BEST Programming Language For TRADING

  • Order:
  • Duration: 6:37
  • Updated: 23 Aug 2017
  • views: 2123
videos
In this video I talk about what programming Language we like to use the most and which one we will be using to build our automated trading system. Follow us @ FB: www.fb.com/MontrealTradingG/ SITE: www.MontrealTradingGroup.com IG: MTG_CREW
https://wn.com/Automated_Trading_Part_2_What's_The_Best_Programming_Language_For_Trading
"60 Minutes" investigates high-frequency trading
2:38

"60 Minutes" investigates high-frequency trading

  • Order:
  • Duration: 2:38
  • Updated: 31 Mar 2014
  • views: 29182
videos
"60 Minutes" correspondent Steve Kroft revealed Sunday night how a few stock market insiders are making billions in high-frequency trading. Kroft spoke with Michael Lewis, the author of "Flash Boys," about how insiders are raising the costs of stocks for ordinary investors.
https://wn.com/60_Minutes_Investigates_High_Frequency_Trading
Automated Trading,FDAX, EMINI S&P, Daytrading,Line Break Charts
3:33

Automated Trading,FDAX, EMINI S&P, Daytrading,Line Break Charts

  • Order:
  • Duration: 3:33
  • Updated: 25 Sep 2017
  • views: 156
videos
Automated Trading,FDAX, EMINI S&P, Daytrading,Line Break Charts
https://wn.com/Automated_Trading,Fdax,_Emini_S_P,_Daytrading,Line_Break_Charts
Introduction to Algorithmic Trading
10:38

Introduction to Algorithmic Trading

  • Order:
  • Duration: 10:38
  • Updated: 14 Nov 2016
  • views: 1585
videos
Watch our short introductory video on Algorithmic Trading where Chandini Jain (ex-Derivatives Trader at Optiver, Chicago) explains basic concepts like trading, markets, exchanges, asset classes and how Auquan can help people looking for a career in trading. This video is intended for people with no previous background in finance. You can read more about us at: http://auquan.com/ Stay tuned for our upcoming tutorial series. Follow us on: Facebook: https://www.facebook.com/tradewithauquan Twitter: https://twitter.com/tradewithauquan
https://wn.com/Introduction_To_Algorithmic_Trading
What is High-Frequency Trading, Low-Frequency Trading and Medium-Frequency Trading? #AlgoTradingAMA
0:45

What is High-Frequency Trading, Low-Frequency Trading and Medium-Frequency Trading? #AlgoTradingAMA

  • Order:
  • Duration: 0:45
  • Updated: 30 Jan 2018
  • views: 147
videos
What is Low-Frequency Trading? Trading where your trading strategy can accommodate a latency of ½sec. or a sec. without much deterioration in performance What is Medium Frequency Trading? Trading where your trading strategy can accommodate a latency of few milliseconds What is High-Frequency Trading? Trading where your trading strategy cannot afford a disadvantage of even 1 microsecond. Some helpful links to understand this better: What you need to know about HFT https://www.quantinsti.com/blog/hft-infographic/ High-Frequency Trading and Its Market Impact https://www.quantinsti.com/blog/how-high-frequency-trading-impacts-market-quality/ 4 High-Frequency Trading (HFT) Order Types You Need To Know https://www.quantinsti.com/blog/4-high-frequency-trading-order-types-need-know/ Long-Term Investment Vs High-Frequency Trading https://www.quantinsti.com/blog/long-term-investment-vs-high-frequency-trading/ Market Structure and Regulatory Changes in HFT https://www.quantinsti.com/blog/market-structure-regulatory-changes-high-frequency-trading/
https://wn.com/What_Is_High_Frequency_Trading,_Low_Frequency_Trading_And_Medium_Frequency_Trading_Algotradingama
EA Traze - High Frequency Trading Forex Robot
2:20

EA Traze - High Frequency Trading Forex Robot

  • Order:
  • Duration: 2:20
  • Updated: 31 Aug 2015
  • views: 2484
videos
If this is not a high frequency trading robot; than what is?.. This axpert adviser makes on strategy tester much more then myself . . it is too good to be true . . millions on click by click . . $100 EURSEK, on m15 chart on Alpari mt4 platform , . with the Dancing Quin by ABBA . . Thanks for watching . .
https://wn.com/Ea_Traze_High_Frequency_Trading_Forex_Robot
CppCon 2017 When a Microsecond Is an Eternity  High Performance Trading Systems in C++
1:00:07

CppCon 2017 When a Microsecond Is an Eternity High Performance Trading Systems in C++

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  • Duration: 1:00:07
  • Updated: 11 Feb 2018
  • views: 4
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https://wn.com/Cppcon_2017_When_A_Microsecond_Is_An_Eternity_High_Performance_Trading_Systems_In_C
Stock Market Insider Trading: High-Frequency Trading Transactions (2014)
2:46:06

Stock Market Insider Trading: High-Frequency Trading Transactions (2014)

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  • Duration: 2:46:06
  • Updated: 02 Mar 2015
  • views: 2774
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High-frequency trading (HFT) is a primary form of algorithmic trading in finance. Specifically, it is the use of sophisticated technological tools and computer algorithms to rapidly trade securities. HFT uses proprietary trading strategies carried out by computers to move in and out of positions in seconds or fractions of a second. It is estimated that as of 2009, HFT accounted for 60-73% of all US equity trading volume, with that number falling to approximately 50% in 2012. High-frequency traders move in and out of short-term positions at high volumes aiming to capture sometimes a fraction of a cent in profit on every trade. HFT firms do not consume significant amounts of capital, accumulate positions or hold their portfolios overnight. As a result, HFT has a potential Sharpe ratio (a measure of risk and reward) tens of times higher than traditional buy-and-hold strategies. High-frequency traders typically compete against other HFTs, rather than long-term investors. HFT firms make up the low margins with incredibly high volumes of trades, frequently numbering in the millions. It has been argued that a core incentive in much of the technological development behind high-frequency trading is essentially front running, in which the varying delays in the propagation of orders is taken advantage of by those who have earlier access to information. A substantial body of research argues that HFT and electronic trading pose new types of challenges to the financial system.[2][13] Algorithmic and high-frequency traders were both found to have contributed to volatility in the May 6, 2010 Flash Crash, when high-frequency liquidity providers rapidly withdrew from the market.[2][10][13][14][15] Several European countries have proposed curtailing or banning HFT due to concerns about volatility.[16] Other complaints against HFT include the argument that some HFT firms scrape profits from investors when index funds rebalance their portfolios. On September 24, 2013, it was revealed that some traders are under investigation for possible news leak and insider trading. Right after the Federal Reserve announced its newest decision, trades were registered in the Chicago futures market within two milliseconds. However, the news was released to the public in Washington D.C. at exactly 2:00 pm calibrated by atomic clock,[85] and takes seven milliseconds to reach Chicago at the speed of light.[86] Contrary to claims by high-frequency trader Virtu Financial,[87] anything faster is not physically possible. It was concluded the high-speed traders in question had to receive the news under embargo from proprietary feed servers in Chicago that were pre-loaded with the Fed's announcement. Advanced computerized trading platforms and market gateways are becoming standard tools of most types of traders, including high-frequency traders. Broker-dealers now compete on routing order flow directly, in the fastest and most efficient manner, to the line handler where it undergoes a strict set of risk filters before hitting the execution venue(s). Ultra-low latency direct market access (ULLDMA) is a hot topic amongst brokers and technology vendors such as Goldman Sachs, Credit Suisse, and UBS. Typically, ULLDMA systems can currently handle high amounts of volume and boast round-trip order execution speeds (from hitting "transmit order" to receiving an acknowledgment) of 10 milliseconds or less. Such performance is achieved with the use of hardware acceleration or even full-hardware processing of incoming market data, in association with high-speed communication protocols, such as 10 Gigabit Ethernet or PCI Express. More specifically, some companies provide full-hardware appliances based on FPGA technology to obtain sub-microsecond end-to-end market data processing. Buy side traders made efforts to curb predatory HFT strategies. Brad Katsuyama, co-founder of the IEX, led a team that implemented THOR, a securities order-management system that splits large orders into smaller sub-orders that arrive at the same time to all the exchanges through the use of intentional delays. This largely prevents information leakage in the propagation of orders that high-speed traders can take advantage of. http://en.wikipedia.org/wiki/High-frequency_trading
https://wn.com/Stock_Market_Insider_Trading_High_Frequency_Trading_Transactions_(2014)
Interviewing Systematic Trader Viet Dang: High Frequency Trading System - Part 3
10:05

Interviewing Systematic Trader Viet Dang: High Frequency Trading System - Part 3

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  • Duration: 10:05
  • Updated: 06 Apr 2017
  • views: 1766
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Charlie Burton interviews systematic trader Viet Dang on automated trading. PLEASE LIKE AND SHARE so we can bring you more! Tell us about your intraday system. I have been working on a system that trades 3 times a week, only for London sessions and can deal in 12 currency pairs at a time. On Monday, for my system I find that volatility is too low while on Fridays I tend to get irregular movements for my system. At the moment I'm only using a 0.5% risk and I also watch the exposure. If trading with a prop firm be careful out there - there are lots of firm that claim to be proprietary trading firms but they require you to pay a certain course with them and they also charge you a monthly fee just to sit on a trading desk. There are also lots of traders who claim to be good traders but beware that the skills of analysis and the skills of trading are very different. My intraday trading system is performing well but I'm still working to make it more efficient in dealing with transaction costs.
https://wn.com/Interviewing_Systematic_Trader_Viet_Dang_High_Frequency_Trading_System_Part_3
High Frequency Trading the New Algorithmic Ecosystem - Sean Gourley
17:43

High Frequency Trading the New Algorithmic Ecosystem - Sean Gourley

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  • Duration: 17:43
  • Updated: 21 Aug 2017
  • views: 141
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Speaker Bio: Dr. Sean Gourley is the founder and CTO of Quid. He is a Physicist by training and has studied the mathematical patterns of war and terrorism. He is building tools to augment human intelligence. Description of Talk: The speed of human strategic thinking is fundamentally limited by the biological hardware that makes up the brain. As humans we simply cannot operate on the millisecond time scale -- but algorithms can, and it is these algorithms that are now dominating the financial landscape. In this talk Sean Gourley examines this high frequency algorithmic ecosystem. An ecosystem, Gourley argues, that has evolved to the point where we as humans are no longer fully in control. With computers, algorithms complexity and accuracy, and information data-sets growing at an exponential rate - how will our future be effected? Spoken at Tedx NewWallStreet in 2012: https://www.youtube.com/watch?v=V43a-KxLFcg
https://wn.com/High_Frequency_Trading_The_New_Algorithmic_Ecosystem_Sean_Gourley
Steven – Trader, Amsterdam
1:08

Steven – Trader, Amsterdam

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  • Duration: 1:08
  • Updated: 14 Oct 2016
  • views: 504
videos
https://wn.com/Steven_–_Trader,_Amsterdam
High Frequency Trading - Rabiolab
21:57

High Frequency Trading - Rabiolab

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  • Duration: 21:57
  • Updated: 22 Feb 2013
  • views: 1290
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A really interesting segment from the radio podcast Rabiolab. the Episode is titled 'speed' and this particular segment looks into the world of the stock exchange. In particular a practice that has recently become popular called High Frequency Trading. This is the same phenomenon that was blamed for the 2010 Flash Crash in which the market had the largest dip in decades. If you like this segment go to http://www.radiolab.org/ and donate to this amazing podcast.
https://wn.com/High_Frequency_Trading_Rabiolab
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