The Problem of HFT - Collected Writings on High Frequency Trading & Stock Market Structure Reform - Softcover

Bodek, Haim

Softcover

ISBN 10: 1481978357 ISBN 13: 9781481978354

Publisher: CreateSpace Independent Publishing Platform, 2013

Synopsis

This book explores the problem of high frequency trading (HFT) as well as the need for US stock market reform. This collection of previously published and unpublished materials includes the following articles and white papers: The Problem of HFT HFT Scalping Strategies Why HFTs Have an Advantage Electronic Liquidity Strategy HFT – A Systemic Issue Reforming the National Market System NZZ Interview with Haim Bodek TradeTech Interview with Haim Bodek "Modern HFT wasn't a paradigm shift because its innovations brought new efficiencies into the marketplace. HFT was a paradigm shift because its innovations proved that anti-competitive barriers to entry could be erected in the market structure itself to preference one class of market participant above all others"

About this title

From the Author

The adverse impact of controversial HFT-oriented special order types upon the institutional investor is now a center stage topic in the US equities market structure debate.

• Exchanges Get Close Inspection - Scott Patterson & Jean Eaglesham, WSJ, 11/19/12
• Analysis: Complaints rise over complex U.S. stock orders - Herbert Lash, Reuters, 10/19/12
• For Superfast Stock Traders, a Way to Jump Ahead in Line - Scott Patterson & Jenny Strasburg, WSJ, 9/19/12

See my website haimbodek.com for links to these articles as well as more information on my role in alerting regulators and industry to a number of unfair and discriminatory practices that have enabled HFTs to exploit exchange order matching engines.

Follow me on Twitter: @HaimBodek.

From the Back Cover

"Modern HFT wasn't a paradigm shift because its innovations brought new efficiencies into the marketplace. HFT was a paradigm shift because its innovations proved that anti-competitive barriers to entry could be erected in the market structure itself to preference one class of market participant above all others."

Edition details

• Publisher: CreateSpace Independent Publishing Platform
• Publication date: 2013
• ISBN 10: 1481978357
• ISBN 13: 9781481978354
• Binding: Paperback
• Language: English
• Number of pages: 112