Academic Studies
The resources on this page are all peer-reviewed academic studies, which look at various aspects of high frequency trading, algorithmic trading or other related topics.
If you know of a relevant academic study that is not listed here, but that you would like to see included, please Contact Us Here
Please note however that the purpose of this section is to provide links to academic resources, not commercial white papers. They can be found here.
Expert Interviews Archive
HFT Practitioners
- Adam Afshar, Hyde Park Global Investments
- Raj Fernando & Leslie Sutphen, Chopper Trading
- Mark Gorton, Tower Research Capital
- Peter Green, Kyte Group
- Walter Hendriks, ABR Financial
- Remco Lenterman, IMC Financial Markets
- Will Mechem, Pan Alpha Trading
- Peter Nabicht, Allston Trading
- Manoj Narang, Tradeworx
Buy Side/Hedge Funds
- Jay Feuerstein & Bruce Mumford, 2100 Xenon
- Sonia Schulenburg, LevelE
- Karim Taleb, Robust Methods
- Ken Yeadon, Thematic Capital
Sell Side/Brokers/Banks
- Sal Arnuk, Themis Trading
- Rob Boardman, ITG
- Thomas Chippas, Barclays Capital
- Joe Gawronski, Rosenblatt Securities
- John Lowrey, Marex Spectron
Exchanges/Clearing Houses
- Nicolas Bertrand, London Stock Exchange
- Diana Chan, EuroCCP
- Leo Melamed, CME
- Peter Niklewicz, Warsaw Stock Exchange
- Sergei Poliakoff, Moscow Exchange
- Martin Thompson, LMAX
- Natan Tiefenbrun, Turquoise
- John White, SIX Swiss Exchange
Regulators/Politicians
Insdustry Bodies/Organisations
- Ari Burstein, Investment Company Institute
- Kevin Houstoun, FIX Protocol
- Mark Spanbroek, European Principal Traders Association
- Henry Young & Raymond Russell, FIX Inter-Party Latency
Academics
- Professor James J Angel
- Professor Dave Cliff (pt 1)
- Professor Dave Cliff (pt 2)
- Professor Doyne Farmer
- Professor Andrew Kumiega
- Professor Albert J.Menkveld
- Professor Alex Preda
Vendors
- Chad Attlesey & Chris Butler, Hardcore Computer & Supermicro
- Charles Barry, Juniper Networks
- Dan Joe Barry, Napatech
- Gordon Bloor, Morningstar
- Yves Charles, NovaSparks
- Matt Dangerfield, Fixnetix
- Arnaud Derasse & Laurent de Barry, Enyx
- Mohammad Darwish, AdvancedIO
- Stephane Hauradou, PLDA/Accelize
- Yaron Haviv, Mellanox
- Marcus Hooper, Pipeline
- Hugh Hughes & Bob Fuller, Fixnetix
- Eric Scott Hunsader, Nanex
- Alastair Kane, Level 3
- Stephane Leroy, Quant House
- Louis Lovas, OneMarketData
- John Peach, Arista Networks
- Paul Rushton, Korusys
- Scott Sellers, Azul Systems
- Mo Takhim, Ullink
- Steve Wilcockson, Mathworks
Industry Consultants
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