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HFT

Published on Nov 22, 2015

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MORE DECKS TO EXPLORE

PRESENTATION OUTLINE

1.

high-frequency trading

DAVID SWEET
2.

Market Making

essential -- spread -- NYSE
3.

Fragmentation

ECNS -- DARK POOLS -- internalization
4.

proprietary mm

Obligation -- competition
5.

Infrastructure

telecom -- networking -- software -- hardware
6.

trading

PRICING -- TUNING -- risk
7.

pricing

products -- markets -- models
8.

tuning

High-dimensional -- HIDDEN STATE -- MAB

David Sweet

http://andamooka.org