High-Frequency Trading: Elements, Considerations, Perspectives

Austin Massey (Editor)

Series: Trade Issues, Policies and Laws
BISAC: POL011020

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$172.00

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Edited by I Leslie Rubin, Robert J Geller, Abby Mutic, Benjamin A Gitterman, Nathan Mutic, Wayne Garfinkel, Claire D Coles, Kurt Martinuzzi, and Joav Merrick

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High-frequency trading (HFT) is a broad term without a precise legal or regulatory definition. It is used to describe what many characterize as a subset of algorithmic trading that involves very rapid placement of orders, in the realm of tiny fractions of a second. This book provides an overview of HFT in the equities and derivatives markets regulated by the SEC and the CFTC. It also examines the Flash Crash of 2010 and the role that HFT may have played, as well as recent regulatory developments. (Imprint: Nova)

Preface

Chapter 1 - High-Frequency Trading: Background, Concerns, and Regulatory Developments (pp. 1-62)
Gary Shorter and Rena S. Miller

Chapter 2 - Equity Market Structure Literature Review Part II: High Frequency Trading (pp. 63-104)
Staff of the U.S. Securities and Exchange Commission, Division of Trading and Markets

Chapter 3 - Opening Statement of Senator Carl Levin, Chairman, Permanent Subcommittee on Investigations. Hearing on ''Conflicts of Interest, Investor Loss of Confidence, and High Speed Trading in U.S. Stock Markets'' (pp. 105-110)

Chapter 4 - Opening Statement of Senator John McCain, Permanent Subcommittee on Investigations. Hearing on ''Conflicts of Interest, Investor Loss of Confidence, and High Speed Trading in U.S. Stock Markets'' (pp. 111-114)

Chapter 5 - Testimony of Bradley Katsuyama, President and CEO, IEX Group, Inc. Hearing on ''Conflicts of Interest, Investor Loss of Confidence, and High Speed Trading in U.S. Stock Markets'' (pp. 115-128)

Chapter 6 - Testimony of Joseph Brennan, Principal and Head of Global Equity Index Group, the Vanguard Group, Inc. Hearing on ''Conflicts of Interest, Investor Loss of Confidence, and High Speed Trading in U.S. Stock Markets'' (pp. 129-134)

Chapter 7 - Testimony of Andrei Kirilenko, Professor of the Practice of Finance, MIT Sloan School of Management. Hearing on ''High Frequency and Automated Trading in Futures Markets'' (pp. 135-144)

Chapter 8 - Testimony of Terrence A. Duffy, Executive Chairman and President, CME Group. Hearing on ''High Frequency and Automated Trading in Futures Markets'' (pp. 145-148)

Chapter 9 - Statement of Vincent McGonagle, Director of the Division of Market Oversight, Commodity Futures Trading Commission. Hearing on ''High Frequency and Automated Trading in Futures Markets'' (pp. 149-160)

Index

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