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A separate, "naïve" class of high-frequency trading strategies relies exclusively on ultra-low latency direct market access technology. In these strategies, computer scientists rely on speed to gain minuscule advantages in arbitraging price discrepancies in some particular security trading simultaneously on disparate markets. [49]
In the time it takes to say "algorithm," millions of stock quotes have been generated by so-called high-frequency traders. Using superfast computers and wide data pipelines, HFTs can flood the ...
In 2010, when the Dow Jones Industrial Average suddenly dropped 600 points and then just as quickly recovered -- the so-called "flash crash"-- high-frequency trading, or HFT, became the new ...
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Global Trading Systems, which uses the trade name GTS, is an American proprietary trading and market making firm headquartered in New York. The firm accounts for 3 to 5 percent of the daily turnover of US equities and has handled over 250 IPO listings since 2013.
Algorithmic trading is a method of executing orders using automated pre-programmed trading instructions accounting for variables such as time, price, and volume. [1] This type of trading attempts to leverage the speed and computational resources of computers relative to human traders.
Scott Patterson (born December 29, 1969) [1] is an American financial journalist and bestselling author. [2] [3] He is a staff reporter at The Wall Street Journal and author of Dark Pools: High-Speed Traders, A.I. Bandits, and the Threat to the Global Financial System and The New York Times bestselling book The Quants.
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