A model for unpacking big data analytics in high-frequency trading
Abstract
This study develops a conceptual model of the 7 V′s of big data analytics to gain a deeper understanding of the strategies and practices of high-frequency trading (HFT) in financial markets. HFT is computerized trading using proprietary algorithms. Empirical data collected from HFT firms and regulators in the US and UK reveals competitive asymmetries between HFTs and low-frequency traders (LFTs) operating more traditional forms of market...
Paper Details
Title
A model for unpacking big data analytics in high-frequency trading
Published Date
Jan 1, 2017
Journal
Volume
70
Pages
300 - 307
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