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Submission + - The Volume Clock, Insights Into High Frequency Trading (ssrn.com)

demachina writes: Interesting paper on High Frequency Trading, speed isn't their only advantage, "HFT reacts to information leaked by LFT in order to anticipate their actions". HFT also uses a volume clock which offers advantages over time based trading. Toxic trading strategies they use include quote stuffers, quote danglers, liquidity squeezers, and pack hunters where algorithms gang up for kills. The paper also covers strategies low frequency traders(LFT) and humans can use to defend themselves
AI

Submission + - The Volume Clock, Insights into High Frequency Trading (ssrn.com)

demachina writes: Interesting paper on High Frequency Trading, speed isn't their only advantage, "HFT reacts to information leaked by LFT in order to anticipate their actions". HFT also uses a volume clock which offers advantages over time based trading. Toxic trading strategies they use include quote stuffers, quote danglers, liquidity squeezers, and pack hunters where algorithms gang up for kills. The paper also covers strategies low frequency traders(LFT) and humans can use to defend themselves.

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