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

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

by Paul Zubulake, Sang Lee
April 2011
Intermediate to advanced
176 pages
4h 4m
English
Wiley
Content preview from The High Frequency Game Changer: How Automated Trading Strategies Have Revolutionized the Markets

Index

A

Access Rule (Rule 610)

active investor

active treasury complex

ADT. See Average Daily Trade (ADT)

advanced message queuing protocol (AMQP)

agency bonds

agency dark pools

aggregators

Aite Group

Algo chassis

algorithmic models

algorithmic trading

about

adoption of

global expansion of

growth of

reliance on

algorithms (algos)

about

agency dark pools

block trading dark pools

broker internalization dark pools

consortium dark pools

exchange dark pools

alternative execution venues in Asia

alternative investment vehicles

alternative trading systems (ATSs)

American Stock Exchange (AMEX)

AMEX. See American Stock Exchange (AMEX)

AMQP. See advanced message queuing protocol (AMQP)

anti-gaming functionality

Aqua

arbitrageurs

ARCA

ArcaEx

Archipelago

arrival price

Arrowhead

artificial intelligence

Asian financial centers

Asian market

Assent

asset class

ASX. See Australian Stock Exchange (ASX)

ATD

ATSs. See alternative trading systems (ATSs)

Australia

Australian Securities Investments and Commissions (ASIC)

Australian Stock Exchange (ASX)

automated traders

automated trading

about

community

strategies

surveillance

technology

Average Daily Trade (ADT)

AXE ECN

B

back-up data

bank internalization

Barclays LX

basis trading

BATS

BATS Exchange

BBOs. See Best Bids and Offers (BBOs)

Best Bids and Offers (BBOs)

BeX. See Boston Equities Exchange (BeX)

bid/ask midpoint price

bid/offer spreads

BIDS

BlockCross

block trading dark pools

BlocSec

Bloomberg TradeBook

BM&F

Boston Equities Exchange (BeX)

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Publisher Resources

ISBN: 9781118019689Purchase book