05236nam 2200601 450 991058347300332120170821162452.01-78684-106-10-12-802362-7(CKB)2670000000594545(EBL)1956558(SSID)ssj0001469109(PQKBManifestationID)11866860(PQKBTitleCode)TC0001469109(PQKBWorkID)11527979(PQKB)11016605(PPN)263621618(MiAaPQ)EBC1956558(EXLCZ)99267000000059454520150227h20152015 uy 0engur|n|---|||||txtccrThe handbook of high frequency trading /Greg N. Gregoriou ; contributors, Erdinç Akyildirim [and forty-nine others]London, England :Academic Press,2015.©20151 online resource (495 p.)Description based upon print version of record.1-322-96314-2 0-12-802205-1 Includes bibliographical references at the end of each chapters and index.Front Cover; The Handbook of High Frequency Trading; Copyright; CONTENTS; LIST OF CONTRIBUTORS; CONTRIBUTORS BIOGRAPHIES; EDITOR BIOGRAPHY; ACKNOWLEDGMENTS; INTRODUCTION; PART 1 Trading Activity; Chapter 1 - High-Frequency Activity on NASDAQ; 1.1 INTRODUCTION; 1.2 DATA; 1.3 RESULTS; 1.4 CONCLUSION; ACKNOWLEDGMENTS; REFERENCES; Chapter 2 - The Profitability of High-Frequency Trading: Is It for Real?; 2.1 INTRODUCTION; 2.2 DEFINITION AND CHARACTERISTICS OF HFT; 2.3 WHAT CONSTITUTES HFT?; 2.4 THE PROFITABILITY OF HFT; 2.5 PROFITABILITY AS A FUNCTION OF THE HOLDING PERIOD; 2.6 METHODOLOGY2.7 DATA AND EMPIRICAL RESULTS2.8 CONCLUSION; REFERENCES; Chapter 3 - Data Characteristics for High-Frequency Trading Systems; 3.1 INTRODUCTION; 3.2 LITERATURE REVIEW; 3.3 METHODOLOGY; 3.4 ANALYSIS OF DATA; 3.5 CONCLUSION; ACKNOWLEDGMENTS; REFERENCES; Chapter 4 - The Relevance of Heteroskedasticity and Structural Breaks when Testing for a Random Walk with High-Frequency Fi ...; 4.1 INTRODUCTION; 4.2 METHOD; 4.3 DATA; 4.4 RESULTS; 4.5 DISCUSSION; 4.6 CONCLUSION; REFERENCES; Chapter 5 - Game Theoretical Aspects of Colocation in High-Speed Financial Markets; 5.1 INTRODUCTION5.2 LITERATURE AND STRUCTURE OF THE CHAPTER5.3 COLOCATION AND LATENCY REDUCTION; 5.4 EMPIRICAL EVIDENCE: TECHNICAL ARBITRAGE THROUGH LATENCY REDUCTION; 5.5 MODELING STRATEGIC CHOICES ON COLOCATION; 5.6 DISCUSSION: EVOLUTIONARY OPTIMIZATION AND SPATIAL DYNAMICS; 5.7 CONCLUSION, LIMITATIONS, AND IMPLICATIONS FOR MONEY MANAGERS; REFERENCES; Chapter 6 - Describing and Regulating High-Frequency Trading: A European Perspective; 6.1 INTRODUCTION; 6.2 HFT DESCRIPTION AND DRIVERS; 6.3 HIGH FREQUENCY TRADING VERSUS ALGORITHMIC TRADING; 6.4 STRATEGIES OF HFT; 6.5 CHARACTERISTICS OF AT AND HFT6.6 ABOUT THE CONCEPT OF LIQUIDITY6.7 HFT AND FLASH CRASHES; 6.8 MIFID II AND HFT REGULATION IN THE EU; REFERENCES; PART 2 Evolution and the Future; Chapter 7 - High-Frequency Trading: Implications for Market Efficiency and Fairness; 7.1 INTRODUCTION; 7.2 NATURE OF HFT AND RECENT TRENDS; 7.3 SOME SALIENT ISSUES RELATED TO HFT; 7.4 HFT AND "FAIRNESS"; 7.5 CONCLUDING REMARKS; REFERENCES; Chapter 8 - Revisioning Revisionism: A Glance at HFT's Critics; 8.1 INTRODUCTION: HIGH-FREQUENCY TRADING UNDER SIEGE; 8.2 THE LEWIS DEBATE IN CONTEXT; 8.3 AN HFT TABLEAU: PERCEPTION VERSUS REALITY8.4 CONCLUSIONREFERENCES; Chapter 9 - High-Frequency Trading: Past, Present, and Future; 9.1 INTRODUCTION; 9.2 THE ORIGINS OF HFT; 9.3 HFT TODAY; 9.4 HFT GOING FORWARD; 9.5 HEDGE FUNDS; 9.6 CONCLUSION; REFERENCES; Chapter 10 - High-Frequency Trading and Its Regulation in the Australian Equity Markets; 10.1 INTRODUCTION; 10.2 REGULATORY RESPONSE; 10.3 CONCLUSION; REFERENCES; Chapter 11 - Global Exchanges in the HFT Nexus; 11.1 INTRODUCTION; 11.2 THE NEXUS OF AN EXCHANGE; 11.3 EXCHANGES AND THEIR CUSTOMERS; 11.4 REGULATORS AND EXCHANGES; 11.5 CONCLUSION; ACKNOWLEDGMENTS; REFERENCESPART 3 Liquidity and Execution This comprehensive examination of high frequency trading looks beyond mathematical models, which are the subject of most HFT books, to the mechanics of the marketplace. In 25 chapters, researchers probe the intricate nature of high frequency market dynamics, market structure, back-office processes, and regulation. They look deeply into computing infrastructure, describing data sources, formats, and required processing rates as well as software architecture and current technologies. They also create contexts, explaining the historical rise of automated trading systems, corresponding technologiStocksHandbooks, manuals, etcStocks332.64332.6420285Gregoriou Greg954184Akyildirim ErdinçMiAaPQMiAaPQMiAaPQBOOK9910583473003321The handbook of high frequency trading2158045UNINA02669oam 2200565 450 991078714540332120240111225414.01-315-57728-31-317-15049-X1-317-15048-11-4724-4650-X(CKB)3710000000261080(EBL)1815578(OCoLC)893333384(SSID)ssj0001347331(PQKBManifestationID)12519313(PQKBTitleCode)TC0001347331(PQKBWorkID)11351094(PQKB)11566467(MiAaPQ)EBC1815578(EXLCZ)99371000000026108020150114h20142014 uy 0engur|n|---|||||txtrdacontentcrdamediacrrdacarrierDiplomacy, Roger Makins and the Anglo-American relationship /Richard WevillSurrey, England ;Burlington, Vermont :Ashgate Publishing Limited :Ashgate Publishing Company,2014.©20141 online resource (211 pages)Description based upon print version of record.1-4724-4649-6 Includes bibliographical references and index.Cover; Contents; About the Author; Acknowledgements; Introduction; 1 Formative Years; 2 War and Diplomacy; 3 Washington and Atomic Energy; 4 The Whitehall Elite; 5 The Ambassador and the Foreign Office; 6 The Treasury Years; 7 Atomic Energy Authority and 'Retirement'; Conclusion; Bibliography; IndexRoger Makins, British Ambassador to Washington 1953-1956, was one of the most prominent and powerful diplomats of his time. His career was unusual for a Foreign Office official, in that such a large part of it took place in Washington and London, and was centered on Anglo-American relationships. This book describes his life, times and the important players he dealt with on both sides of the Atlantic. It sheds light on how the 'special relationship' between Britain and America developed, and shows how great an impact a civil servant can have on policy.AmbassadorsGreat BritainBiographyGreat BritainForeign relations1945-Great BritainForeign relationsUnited StatesUnited StatesForeign relationsGreat BritainAmbassadors327.41073092Wevill Richard478762MiAaPQMiAaPQMiAaPQBOOK9910787145403321Diplomacy, Roger Makins and the Anglo-American relationship3801033UNINA