The Problem Of HFT
January 18, 2013 - 11:25am
No doubt the SEC will have a busy weekend ahead of them (assuming they have read Broken Markets already). Fresh off the printers today comes a new release from Haim Bodek titled The Problem of HFT. It is available for Kindle and there is a paper version available too. Unlike most book releases, the price is set so that basic production costs are covered. Haims not making bank but he is providing readers with a bank of information to revert back to in times of heated debate. The book consists of some the writings we have found on his website. Most of the material is published with a decend amount of unpublished material sprinkled throughout. Topics/Papers that are included: The Problem of HFT HFT Scalping Strategies Locked Markets, Priority, and Why HFTs Have an Advantage Electronic Liquidity Strategy HFT - A Systemic Issue Reforming the National Marke...
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