The competitive landscape of high-frequency trading firms
We examine product differentiation in the high-frequency trading (HFT) industry, where the “products” are secretive proprietary trading strategies. We demonstrate how principal component analysis can be used to detect underlying strategies that are common to multiple HFT firms, and show that there a...
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| 格式: | text |
| 語言: | English |
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Institutional Knowledge at Singapore Management University
2018
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| 在線閱讀: | https://ink.library.smu.edu.sg/lkcsb_research/5328 https://ink.library.smu.edu.sg/context/lkcsb_research/article/6327/viewcontent/High_frequency_trading_pp.pdf |
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