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The High Frequency Game Changer

The High Frequency Game Changer How Automated Trading Strategies Have Revolutionized the Markets

Name: The High Frequency Game Changer
Brand: John Wiley & Sons
SKU: 9780470770382
Price: 600.00 HKD
Availability: OutOfStock
Author: Paul Zubulake ; Sang Lee
ISBN: 9780470770382

Edited by Paul Zubulake · Sang Lee

John Wiley & Sons April 2011

Specifications

ISBN-13: 9780470770382
Publisher: John Wiley & Sons
Publication: April 2011
Format: Hardback , 176 pages
Jurisdiction: International ? Countri(es) for reference only

Details

The financial industry's leading independent research firm's forward-looking assessment into high frequency trading

Once regarded as a United States-focused trend, today, high frequency trading is gaining momentum around the world. Yet, while high frequency trading continues to be one of the hottest trends in the markets, due to the highly proprietary nature of the computer transactions, financial firms and institutions have made very little available in terms of information or "how-to" techniques. That's all changed with The High Frequency Game Changer: How Automated Trading Strategies Have Revolutionized the Markets. In the book, Zubulake and Lee present an overview of how high frequency trading is changing the face of the market. The book

- Explains how we got here and what it means to traders and investors
- Details how to build a high frequency trading firm, including the relevant tools, strategies, and trading talent
- Defines key components common to HFT such as algorithms, low latency trading infrastructure, collocation etc.

The High Frequency Game Changer takes a highly controversial and extremely complicated subject and makes it accessible to anyone with an interest or stake in financial markets.

Introduction.

Acknowledgments.

Chapter 1 Birth of High Frequency Trading: Equity Markets Go Electronic.

Defining High Frequency Trading.

Who are the High Frequency Traders?

Impact of High Frequency Trading.

Building a High Frequency Trading Team.

Chapter 2 Market Structure.

Order Handling Rules of 1997.

Growth of Electronic Communication Networks.

Regulation National Market System.

Market Fragmentation versus Competition.

Dark Pools.

Chapter 3 Trading Infrastructure.

Rise of High Performance Technology Vendors.

Key Components of High Performance Infrastructure.

Feed Handlers.

Ticker Plant.

Messaging Middleware.

Storage.

Networking.

Colocation.

About the Author

PAUL ZUBULAKE is a senior analyst at Aite Group, LLC, specializing in financial, energy and commodities futures, and options markets. His expertise includes how the application of technology, such as algorithmic trading and FIX protocol, is playing an ever-increasing role in futures and options trading.

SANG LEE is a cofounder of Aite Group, LLC and currently serves as the managing partner. Mr. Lee's expertise lies in the securities and investments vertical and has advised many global financial institutions, software/hardware vendors, and professional services firms in sell-side and buy-side electronic trading technology and market structure.

Lee and Zubulake have both been quoted extensively in the media, including in the Wall Street Journal, New York Times, the Washington Post, Financial Times, Business Week, Reuters, the Chicago Tribune, and other publications.

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