http://www.futuresindustry.org/ptg FIA Principal Traders Group en-us Copyright 2012 on Behalf of the Principal Traders Group - All Rights Reserved. Wed, 23 May 2012 06:41:00 EST 20 http://www.futuresindustry.org/ptg/?i=1808 A summary of recent research related to automated or high-frequency trading and its impact on various markets, including U.S. equities, European equities, foreign exchange and futures. The summary was provided on behalf of the following automated professi ... Fri, 18 Nov 2011 15:03:00 EST http://www.futuresindustry.org/ptg/?i=1808 http://www.futuresindustry.org/ptg/?i=1831 By Peter Gomber, University of Frankfurt Björn Arndt Marco Lutat, University of Frankfurt Tim Uhle, Goethe University Frankfurt June 2011   This paper was commissioned by Deutsche Börse and aims to provide up-to-date background information on HFT fro ... Mon, 23 Apr 2012 17:20:00 EST http://www.futuresindustry.org/ptg/?i=1831 http://www.futuresindustry.org/ptg/?i=1911 By Sven S. Groth Goethe University   May 2011 This paper is based on a unique set of data on high-frequency trading in stocks listed on Xetra, the electronic trading platform operated by Deutsche Boerse, during two months of trading during 201 ... Tue, 8 May 2012 10:51:00 EST http://www.futuresindustry.org/ptg/?i=1911 http://www.futuresindustry.org/ptg/?i=1743 Terrence Hendershott, Haas School of Business, University of California Berkeley Charles M. Jones, Columbia Business School Albert J. Menkveld, VU University Amsterdam February 2011 This paper examines the question of whether algorithmic trading ... Wed, 21 Mar 2012 15:20:00 EST http://www.futuresindustry.org/ptg/?i=1743 http://www.futuresindustry.org/ptg/?i=1832 James Angel and Douglas M. McCabe, Georgetown University December 2010   Recent concern over "high frequency trading" (HFT) has called into question the fairness of the practice. What does it mean for a financial market to be "fair"? We first examine ... Tue, 24 Apr 2012 12:29:00 EST http://www.futuresindustry.org/ptg/?i=1832 http://www.futuresindustry.org/ptg/?i=1716 Joel Hasbrouck, Professor of Business Administration and Professor of Finance, Stern School of Business, New York University Gideon Saar, Professor of Management and Associate Professor of Finance, Johnson Graduate School of Management, Cornell University ... Tue, 24 Apr 2012 12:29:00 EST http://www.futuresindustry.org/ptg/?i=1716 http://www.futuresindustry.org/ptg/?i=1597 Jonathan Brogaard Northwestern University Kellogg School of Management Northwestern University School of Law July 16, 2010 This paper examines the impact of high frequency traders on equities markets by analyzing trading data provided by Nasdaq OMX fo ... Fri, 30 Jul 2010 09:51:00 EST http://www.futuresindustry.org/ptg/?i=1597 http://www.futuresindustry.org/ptg/?i=1587 The fundamentals of supply and demand are the key components affecting oil prices and the positions taken by traders and speculators also reflect those economic factors, according to a study published in the latest issue of Kent State University and the ... Wed, 14 Jul 2010 16:46:00 EST http://www.futuresindustry.org/ptg/?i=1587 http://www.futuresindustry.org/ptg/?i=1556 A paper on market structure written by James Angel, Associate Professor, Georgetown University; Lawrence Harris, Professor of Finance and Business Economics, University of Southern California; and Chester Spatt, Professor of Finance, Carnegie Mellon ... Mon, 24 May 2010 12:11:00 EST http://www.futuresindustry.org/ptg/?i=1556 http://www.futuresindustry.org/ptg/?i=1555 Board of Governors of the Federal Reserve System International Finance Discussion Papers October 2009 ... Tue, 24 Apr 2012 12:30:00 EST http://www.futuresindustry.org/ptg/?i=1555