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

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

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

Author:Haim Bodek (Author)

Publisher finelybook 出版社:‏ CreateSpace Independent Publishing Platform

Publication Date 出版日期: 2013-01-18

Edition 版本:‏ Reprint

Language 语言: English

Print Length 页数: 112 pages

ISBN-10: 1481978357

ISBN-13: 9781481978354

Book Description

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 This collection of previously published and unpublished materials includes the following articles and white papers:The Problem of HFTHFT Scalping StrategiesWhy HFTs Have an AdvantageElectronic Liquidity StrategyHFT – A Systemic IssueReforming the National Market SystemNZZ Interview with Haim BodekTradeTech 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”

Editorial Reviews

Review

“Today the US Equities market is comprised of 13 Exchanges, 50 dark pools and a host of internalizing brokers. … Haim Bodek has both been on the front lines of understanding the penalties of not fully comprehending this complexity, but also helping bring this complexity to light. This book is a must read by anyone attempting to fully understand the challenges of professionally competing in today’s complex and challenging electronic trading environment.”
– Larry Tabb , Founder & CEO Tabb Group

“This is a must-read for any trader in the markets. It’s that simple. Mr. Bodek is shining a light onto the troubling games and unfair practices that have actually come to serve as the foundation of our high speed marketplace.”
– Sal Arnuk, Co-Founder Themis Trading LLC & Co-Author Broken Markets

“Haim Bodek lays out the problems created by the explosion of High Frequency Trading.”
– Ted Kaufman
, Fmr. U.S. Senator from Delaware

“Haim Bodek’s book is a much-needed insight on high-frequency trading and the architecture of securities markets. Accessible to outsiders and free of hype, this book offers a concise analysis of relevant concerns and advances thought-provoking proposals for regulatory reform.”
– Stanislav Dolgopolov, Assistant Adjunct Professor, UCLA School of Law

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.

Amazon Page

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