Table of Contents
Developing High-Frequency Trading Systems
Contributors
About the authors
About the reviewers
Preface
Who this book is for
What this book covers
To get the most out of this book
Download the color images
Conventions used
Get in touch
Share Your Thoughts
Part 1: Trading Strategies, Trading Systems, and Exchanges
Chapter 1: Fundamentals of a High-Frequency Trading System
History of HFT
The post-1930s era
The modern era
Why have HFT?
What makes HFT so different from regular trading?
Effect of dark pools
Who trades HFT?
What do I need to start an HFT?
What are HFT strategies?
Asset classes
Liquidity
Tick-by-tick data and data distribution
Liquidity rebates
Matching engine
Market making
Scalping
Statistical arbitrage
Latency arbitrage ...
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