Is High-Frequency Trading Inducing Changes in Market Microstructure and Dynamics? [Smith]By hftreviewcom542July 2, 2012 High Frequency Trading Review SUBSCRIBE TO FEED All site bookmarks BOOKMARK AND SHARE Twitter Linkedin Facebook Delicious Digg Stumbleupon Envelope…
Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data [Ait-Sahalia, Jacod]By hftreviewcom542November 25, 2011 High Frequency Trading Review SUBSCRIBE TO FEED All site bookmarks BOOKMARK AND SHARE Twitter Linkedin Facebook Delicious Digg Stumbleupon Envelope…
High-Frequency Trading (Gomber, Arndt, Lutat, Uhle)By hftreviewcom542July 26, 2011 High Frequency Trading Review SUBSCRIBE TO FEED All site bookmarks BOOKMARK AND SHARE Twitter Linkedin Facebook Delicious Digg Stumbleupon Envelope…
Why Quality is Critical in HFT SystemsBy hftreviewcom542September 17, 2010 High Frequency Trading Review SUBSCRIBE TO FEED HFT Review’s blogHFT Review’s connections’ blogsAll site blogsMarch 2013February 2013January 2013December 2012November 2012October…
