By Rob Wile
Speed, or lack thereof, kills.
In one of the first studies to quantify the opportunity cost of slow algorithmic trades, Martin L. Scholtus and Dick van Dijk of the Erasmus University Rotterdam found that on an average trading day, a delay of 200 milliseconds can result in significant missed opportunities.
Setting up 27,424 technical trading rules for the S&P 500, NASDAQ 100 and Russell 2000 indexes, the researchers compared the difference in performance for optimal trades executed instantly versus those executed at delayed intervals.
s&p 500, russell 2000, nasdaq 100, erasmus university, setting, erasmus university rotterdam, dick van dijk, martin l. scholtus, economy of new york city, economy of the united states, nasdaq, desiderius erasmus, delay, dutch people, business
1124 days ago,(2013/09/30) - ITRS
30 September 2013, London: ITRS Group Ltd, a leading provider of performance monitoring and management technology has announced today that NYSE Euronext has now...
News: CBOE Holdings Reports May 2012 Trading Volume - May Average Daily Volume Up 18% From Year Ago, Up 9% From April 2012 - CBOE Futures Exchange And VIX Index Futures Post Busiest Month Ever
1610 days ago,(2012/06/01) - News Articles
CBOE Holdings, Inc. (NASDAQ: CBOE) today reported that May trading volume for options on the Chicago Board Options Exchange (CBOE) and C2 Options...
1438 days ago,(2012/11/20) - HFT Review
By Vincent Ryan Another technical malfunction on the Nasdaq exchange last month may get regulators to pay more attention to core technology and infrastructure issues in the...
News: Thomson Reuters Extends Low-Footprint, High-Performance Direct Feed Service to Derivatives Exchanges
470 days ago,(2015/07/16) - Thomson Reuters
Customers can now access key options data in a standardized, familiar and flexible format via Elektron Direct Feed whilst reducing costly server footprint NEW YORK –&nb...
505 days ago,(2015/06/11) - Trading Technologies
Direct Market Access to Key European Energy Benchmarks & Freight LONDON, June 9, 2015 – Trading Technologies International, Inc. (TT), a global provid...
596 days ago,(2015/03/12) - Trading Technologies
Software Provider’s Link to Nasdaq Futures Platform as a Preferred Vendor Will Provide Traders More Choices for Futures and Options Based on Key Energy BenchmarksExpands...
News: Rotterdam School Of Management, Erasmus University Selects Onetick Cep And Database For Research Support
1739 days ago,(2012/01/24) - OneMarketData Press Releases
Rotterdam School Of Management, Erasmus University Selects Onetick Cep And Database For Research Support