High-frequency trading lecture

Now that I’ve been asked to give a lecture on the topic of high-frequency trading, I finally had the opportunity to shed a bit of light in a slightly more consistent way on the theoretical and empirical findings the literature has produced over the last seven years. It was a good feeling going back to some ‘old’ papers. Although, I have doubt that we answered all questions that were hanging in the air. Please enjoy. HFT Theory, HFT Empirics

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google photo

You are commenting using your Google account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s