Chapter 1: Fundamentals of a High-Frequency Trading System
Welcome to Developing High-Frequency Trading Systems!
High-Frequency Trading (HFT) is a form of automated trading. For the last twenty years, HFT has gained recognition in the media and in society. A book called Flash Boys: A Wall Street Revolt, written by Michael Lewis in 2014, topped the sales on the New York Times Best Seller list for three weeks. It relates to an investigation into the HFT industry and its impact on the trading world. Scholars, the financial world, and the non-financial world are fascinated by this form of trading. Meanwhile, this new era of trading has created a lot of fear while giving more and more control to machines.
The goal of this book is to review what HFT ...
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