Prableen Bajpai is the founder of FinFix and Analytics Private Limited. She has 10+ years of experience as a finance, cryptocurrency, and trading strategy expert. Hans Daniel Jasperson has over a ...

We use stock exchange message data to quantify the negative aspect of high-frequency trading, known as “latency arbitrage.” The key difference between message data and widely familiar limit order book ...

The high-frequency trading arms race is a symptom of flawed market design. Instead of the continuous limit order book (CLOB) that is currently predominant, we argue that financial exchanges should use ...

James Chen, CMT is an expert trader, investment adviser, and global market strategist. Doretha Clemons, Ph.D., MBA, PMP, has been a corporate IT executive and professor for 34 years. She is an adjunct ...