High frequency trading (HFT)
Need for speed
With the proliferation of high-frequency trading (HFT), understanding the effects of HFT on market quality and the opportunities that HFT creates for long-term (LT) investors is important in building an...
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
More High frequency trading (HFT) articles
The arrival of central limit order books in the interest rate swap market has opened the door to algorithmic trading – but only a little. Its future depends on how the over-the-counter market evol...
Asic less concerned with high-frequency trading but is clamping down on dark pool operators
Regulators should open up listed derivatives market by encouraging dealer liquidity pools, algo trading expert tells conference
12th European Single Manager Awards 2012
Alpha of Venus
What are the key questions to ask technology suppliers when selecting a system?
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.