High-frequency trading, HFT
High-frequency trading is quantitative trading that is characterized by short portfolio holding periods (see Wilmott, 2008). All portfolio-allocation decisions are made by computerized quantitative models. The success of high-frequency trading strategies is largely driven by their ability to simultaneously process large volumes of information, something ordinary human traders cannot do. Specific algorithms are closely guarded by their owners and are known as "algos".
Many practical algorithms are in fact quite simple arbitrages which could previously have been performed at lower frequency-competition tends to occur through who can execute them the fastest rather than who can create new breakthrough algorithms. Some examples of standard arbitrages used in HFT are listed below.
26 April 2016
FIX/API HFT TRADING WITH WESTERNPIPS SOFTWARE
In 2016 we plan released new version westernips software for fix/api trading! Now it already in developing. We plan code 2 leg arbitrage and one leg arbitrage between fxi/api brokers. Spread arbitrage. Hedge and Hidden arbitrage strategy. One click trading. This software we plan sell, fund and accounts manage. Now we looking for few partners for start trading in big Fix/API providers : Integral, CFH Clearing, Prime XM, Exante, Global Prime, LMAX, Rithmic, CME Group and others....
10 Jan 2016
High-frequency trading, HFT
High-frequency trading is quantitative trading that is characterized by short portfolio holding periods (see Wilmott, 2008). All portfolio-allocation decisions are made by computerized quantitative models. The success of high-frequency trading strategies is largely driven by their ability to simultaneously process large volumes of information, something ordinary human traders cannot do. Specific algorithms are closely guarded by their owners and are known as "algos". Many practical algorithms are in fact quite simple arbitrages which could previously have been performed at lower frequency—competition tends to occur through who can execute them the fastest rather than who can create new breakthrough algorithms. Some examples of standard arbitrages used in HFT are listed below. [...]
