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The Trading Mesh

October 2011

Improving Academic Research into HFT & Fighting High Frequency Spam

October 26, 2011 Comments (0)           

An Interview with Eric Scott Hunsader
In this interview for the HFT Review, Mike O’Hara talks to Eric Scott Hunsader, Founder of Nanex LLC, the US data feed company, about the explosion of data in the US financial markets, conflicting reports around the causes of last year’s “Flash Crash”, some problems with current academic research into HFT and how to improve the signal-to-noise ratio in today’s electronic markets.
HFTR: Eric, Nanex has become known in the last...

Discussing "The Fear Index" With Robert Harris on Radio 4

October 5, 2011 Comments (0)           

Yesterday I was given the opportunity to discuss Robert Harris's new novel "The Fear Index" with the author on BBC Radio 4's Today programme.
The Fear Index is a cracking read and I'd recommend it to anyone who likes page-turning novels that combine psychological thriller elements with science fiction. No doubt it will be a besteseller.
On the Today programme, we discuss the reality of computer trading in financial markets versus the fiction as presented in the novel. You can listen to it...

Welcome to the All-New HFT Review

October 3, 2011 Comments (0)           

We are delighted to announce the launch of our new version of the HFT Review website, the first dedicated socially-enabled online publication for the high frequency trading community.
I originally set up the High Frequency Trading Review as a blog early last year, mainly because I was fascinated with the rapidly developing world of high frequency, algorithmic and computer-based trading, and Iwanted to have a website to discuss the topic.
Since then, the site has continued to evolve and...