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Dark Pools and High Frequency Trading For Dummies

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  • Introduction
    • About This Book
    • Foolish Assumptions
    • Icons Used in This Book
    • Beyond the Book
    • Where to Go from Here
  • Part I: Getting Started with Dark Pools
    • Chapter 1: Focusing on Dark Pools and High Frequency Trading, Just the Basics
      • Defining Dark Pools: Why They’re an Investment Option
      • Explaining What High Frequency Trading Is
      • Knowing Who’s Involved When Investing in Dark Pools
        • Brokers can make or break you
        • The other important folk
      • Looking at the Order Types
        • Considering the regular order types
        • Eyeing the special order types
      • Regulating the Markets: Legislators Take Action
    • Chapter 2: Taking a Dip into Dark Pools
      • Taking a Snapshot of Dark Pools: What They Are and Aren’t
        • Settled outside the public eye
        • Need for secrecy: Dark versus lit
        • Improving price
      • Examining How Dark Pools Work: Step by Step
      • Weighing the Rewards and the Risks
        • Identifying potential rewards
        • Recognising the risks and preparing for them
      • Investigating Whether Your Trades Are Exchanged in Dark Pools
        • Asking your broker the right questions
        • Sleuthing on your own if you don’t use a broker
      • Making the Best of Your Transactions
    • Chapter 3: Grappling with the Ins and Outs of Securities Markets
      • Figuring Out Pricing: The World of Bids and Offers
        • Grasping how pricing works
        • Looking at opening and closing prices
        • Looking at the highest and lowest prices
      • Making Buying and Selling Easier: Liquidity
        • Market liquidity
        • Off-market liquidity
      • Understanding the Importance of Market Makers
        • Using VWAP and MVWAP
        • Getting to grips with order routing
        • Focusing on price/time priority
        • Eyeing direct market access
  • Part II: Diving into Dark Pool Markets
    • Chapter 4: Introducing Dark Pool Providers
      • Comparing the Different Types of Dark Pool Providers
        • Big-time investments: Block-oriented dark pools
        • No minimum shares required: Streaming liquidity pools
        • Crossing pools
      • Looking at Bank- and Broker-Owned Providers
        • Barclays LX Liquidity Cross
        • CrossFinder
        • Fidelity Capital Markets
        • GETCO/KCG
        • Sigma X
        • ConvergEx
        • Alpha Y
        • DBA/Super X
      • Looking at Exchange-Owned Providers
        • International Securities Exchange (ISE)
        • New York Stock Exchange/Euronext
        • BATS Global Markets
      • Eyeing Some Providers That Have Been Bought Out
        • Chi-X Global
        • Instinet
    • Chapter 5: Meeting the Players and Places
      • Recognising Who the Market Makers Are
        • Heading towards extinction: The human touch
        • Going the automated route
      • Examining the Venue: Where All the Action Takes Place
        • Knowing the venue options
        • Differentiating between stock markets and dark pools
      • Identifying the Cast of Characters
        • Brokers and dealers
        • Private investors
        • Regulators
        • Data centres
        • Journalists, bloggers and writers
        • Academia
        • Automated traders
    • Chapter 6: Regulating Dark Pools
      • Relating to Regulation
        • Defining regulation and legislation
        • Taking action to be more empowered about legislation and regulation
      • Eyeing Regulation of Dark Pools in the United States: Reg NMS
        • Rule 610: The market access rule
        • Rule 611: The order protection rule
        • Rule 612: The sub-penny rule
      • Looking at Europe — the Fastest-Growing Dark Pool Fixture
        • Markets in Financial Instruments Directive
        • Financial transaction tax (FTT)
      • Considering Other Markets
        • Canada
        • Asia
        • Australia
  • Part III: Coming to Grips with Automated Trading
    • Chapter 7: Comprehending Automated Trading
      • Identifying Quantitative Analysts
        • What makes a good quant
        • What quants do
        • Why quants are essential
      • Entering the Realm of the Algorithm
        • Knowing what an algorithm is
        • Building an algorithm
        • Letting an algorithm loose on the markets
    • Chapter 8: Grasping Standard Order Types
      • Identifying the Standard Order Types
        • Comprehending price time priority
        • Gobbling up everything: At-market orders
        • Setting the price on a matching trade: Limit orders
        • Managing risk: Stop orders
      • Identifying Advanced Standard Order Types
        • Hiding behind the full amount: Iceberg orders
        • Wanting it now: Fill or kill orders
        • Executing only a portion: Immediate or cancel orders
    • Chapter 9: Identifying the Special Order Types
      • Getting a Hold of the Basics of Special Order Types
        • Eyeing their characteristics
        • Differentiating between routable and non-routable orders
      • Providing Firms with Rebates: Post-Only Orders
      • Moving to the Next Level: Hide and Not Slide Orders
      • Getting the Best Possible Price: Peg Orders
        • Lining up first: Primary peg orders
        • Buying based on offer price and selling based on bid price: Market peg orders
        • Matching in the middle: Midpoint peg orders
      • Executing Quickly: Intermarket Sweep Orders (ISOs)
    • Chapter 10: Delving into High Frequency Trading
      • Tackling the Definition of High Frequency Trading
        • Eyeing HFT: What it’s all about?
        • Recognising characteristics of high frequency traders
        • Examining what high frequency traders do
      • Predicting the Future of HFT
        • Technology — staying ahead of the times
        • Markets — looking for new venues
        • Legislation – preparing for future regulations
        • Academic study — listening to the whizzes
    • Chapter 11: Understanding Key High Frequency Trading Strategies
      • Scalping for Your Pennies
        • Peering into the world of scalping
        • Identifying what can go wrong with scalping
        • Scalping the automated route
      • Pinging to Gather Valuable Information
        • Identifying what pinging does
        • Examining whether pinging is fair
        • Looking at pinging in action
      • Gaming like a Casino
        • Manipulating quotes
        • Taking advantage of prior knowledge: Front running
  • Part IV: Being Aware of the Risks of Dark Pools
    • Chapter 12: Jockeying Too Much for Position
      • Understanding How Front Running Impacts Your Investments
        • Looking at insider information
        • Having priority access to information
        • Feeding the news data quickly
        • Leaking news
        • Locking up the news
      • Examining Order Cancellations
        • Gathering information
        • Stuffing quotes
        • Playing games
      • Identifying the Impact of Slippage
      • Knowing What You Can Do to Mitigate These Risks
    • Chapter 13: The Ins and Outs of Flash Crashes
      • Grasping How Flash Crashes Happen
        • Blaming the news flow
        • Holding humans responsible
        • Computer programming loops
      • Eyeing How Flash Crashes Spook the Whole Market
        • Flash crashes draining liquidity
        • Going from a lively market to a ghost town: Volume isn’t relevant
      • Examining the Greatest Flash Crash of All Time
        • The perfect storm triggered
        • Theorising about the causes
      • The SEC Speaks: The Official Version of the 2010 Flash Crash
        • Noting the market’s appearance
        • Identifying the participants
      • Tracking the 2010 Flash Crash, Moment by Moment
      • Criticising the SEC’s Report
      • Considering an Alternative Version of the 2010 Crash
        • Finding the exact moment
        • Blaming HFT
      • Analysing a Flash Crash
  • Part V: The Part of Tens
    • Chapter 14: Ten of the Best Dark Pool/HFT Websites
      • Banker’s Umbrella
      • Haim Bodek
      • Themis Trading
      • Scott Patterson
      • Zero Hedge
      • CFA Institute
      • Nanex
      • Able Alpha
      • The Trading Mesh
      • Healthy Markets
    • Chapter 15: Ten Ways to Swim Safely in Dark Pools
      • Watching the Bid Offer Spread Action
      • Checking to See Whether Your Market Order Slips
      • Identifying Changes in the Bid Spread
      • Spotting 100 or 200 Block Orders in the Order Book
      • Checking for Your Limit Number in the Order Book
      • Verifying the Stock’s Spread
      • Recognising Flash Crashes
      • Reading a Tick-by-Tick Chart
      • Talking to Your Broker
      • Perusing the Executed Orders
    • Chapter 16: Ten Common Algorithmic Strategies
      • Market Making
      • Getting Liquidity Rebates
      • Deviating from the Norm with Statistical Arbitrage
      • Catching the Short-term Momentum
      • Employing Latency Arbitrage
      • Following the News
      • Igniting Momentum
      • Combining a Dark Pool and Lit Markets
      • Factoring in the Participation Rate
      • Weighting for Time
    • Chapter 17: Ten Things to Know About Market Microstructure
      • Market Access Speed
      • Order Types
      • Networks
      • Algorithms
      • Fragmentation
      • Order Routing
      • Regulation
      • Transparency
      • Price Formation
      • Market Intermediaries
  • About the Author
  • Cheat Sheet
  • More Dummies Products


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Vörumerki: Dummies Series
Vörunúmer: 9781118879306
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Dark Pools and High Frequency Trading For Dummies

Vörumerki: Dummies Series
Vörunúmer: 9781118879306
Rafræn bók. Uppl. sendar á netfangið þitt eftir kaup

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