High Frequency Trading (HFT), Algo Trading: indepth look

1) Basic explanation: http://www.investopedia.com/terms/h/high-frequency-trading.asp

2) HFT Study: http://www.investopedia.com/terms/h/high-frequency-trading.asp

3) What Computer-Powered High Frequency Trading Looks and Sounds Like:

http://motherboard.vice.com/blog/what-high-frequency-trading-looks-and-sounds-like

4) HFT (Gomber, Arndt, Lutat & Uhle: https://deutsche-boerse.com/dbg/dispatch/en/binary/gdb_content_pool/imported_files/public_files/10_downloads/11_about_us/Public_Affairs/High_Frequency_Trading.pdf

5) The Problem of HFT, book by Haim Bodek

6) New York Times Topics: http://topics.nytimes.com/topics/reference/timestopics/subjects/h/high_frequency_algorithmic_trading/index.html

7) HFT: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1858626

8) HFT literature review: http://www.futuresindustry.org/epta/downloads/hft-literature-review-may-2012.pdf

9) Research and Commentary, The Heartland Institute: http://heartland.org/policy-documents/research-commentary-high-frequency-trading

10) Scholarly sources, Columbia Law School: http://web.law.columbia.edu/capital-markets/current-topics/scholarly-sources

11) Brilliant paper defining HFT … : http://quantlabs.net/blog/2012/01/brilliant-paper-defining-hft-algo-trading-non-hft-algo-strategies/

12) The Good, the Bad and the Ugly of HFT (Journal of Trading): http://www.iijournals.com/doi/abs/10.3905/jot.2012.8.1.058

13) Can High Frequency Traders Game Futures: http://www.iijournals.com/doi/abs/10.3905/jot.2012.7.2.075

14) Shall we haggle in pennies at the speed of light … : http://www.utexas.edu/law/magazine/wp/wp-content/uploads/centers/clbe/bartlett.pdf

15) The impact of HFT on market integrity: an empirical examination: https://www.q2forum.com/articles/001_12-1057-dr24-impact-high-frequency-trading-on-market-integrity.pdf

16) Algo trading: http://www.financialexpress.com/news/in-a-volatile-mkt-algo-trading-turnover-touches-new-high/1142178

17) High frequency trading, policy analysis paper (CATO Institute): http://www.cato.org/publications/policy-analysis/high-frequency-trading-do-regulators-need-control-tool-informationally?gclid=CNvoyYGum7kCFZSi4AodPw4AYQ

 

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