50 market tracked keywords remaining – High-frequency trading (HFT) is a type of algorithmic financial trading characterized by high spe…

50 market tracked keywords remaining – High-frequency trading (HFT) is a type of algorithmic financial trading characterized by high spe…

High-frequency trading (HFT) is a type of algorithmic financial trading characterized by high speeds, high turnover rates, and high order-to-trade ratios that leverages high-frequency financial data and electronic trading tools.[1] While there is no single definition of HFT, among its key attributes are highly sophisticated algorithms, co-location, and very short-term investment horizons.[2] HFT can be viewed as a primary form of algorithmic trading in finance.[3][4] Specifically, it is the use of sophisticated technological tools and computer algorithms to rapidly trade securities.[5][6][7] HFT uses proprietary trading strategies carried out by computers to move in and out of positions in seconds or fractions of a second.[8] In 2017, Aldridge and Krawciw[9] estimated that in 2016 HFT on average initiated 10–40% of trading volume in equities, and 10–15% of volume in foreign exchange and commodities. High-frequency trading (HFT) is a type of algorithmic financial trading characterized by high speeds, high turnover rates, and high order-to-trade ratios that leverages high-frequency financial data and electronic trading tools.[1] While there is no single definition of HFT, among its key attributes are highly sophisticated algorithms, co-location, and very short-term investment horizons.[2] HFT can be viewed as a primary form of algorithmic trading in finance.[3][4] Specifically, it is the use of sophisticated technological tools and computer algorithms to rapidly trade securities.[5][6][7] HFT uses proprietary trading strategies carried out by computers to move in and out of positions in seconds or fractions of a second.[8] In 2017, Aldridge and Krawciw[9] estimated that in 2016 HFT on average initiated 10–40% of trading volume in equities, and 10–15% of volume in foreign exchange and commodities.substantial body of research argues that HFT and electronic trading pose new types of challenges to the financial system.[5][16] Algorithmic and high-frequency traders were both found to have contributed to volatility in the Flash Crash of May 6, 2010, when high-frequency liquidity providers rapidly withdrew from the market.[5][15][16][17][18] Several European countries have proposed curtailing or banning HFT due to concerns about volatility.[19] High-frequency trading has taken place at least since the 1930s, mostly in the form of specialists and pit traders buying and selling positions at the physical location of the exchange, with high-speed telegraph service to other exchanges.[20] The rapid-fire computer-based HFT developed gradually since 1983 after NASDAQ introduced a purely electronic form of trading.[21] At the turn of the 21st century, HFT trades had an execution time of several seconds, whereas by 2010 this had decreased to milli- and even microseconds.[22] Until recently, high-frequency trading was a little-known topic outside the financial sector, with an article published by the New York Times in July 2009 being one of the first to bring the subject to the public’s attention.[23] On September 2, 2013, Italy became the world’s first country to introduce a tax specifically targeted at HFT, charging a levy of 0.02% on equity transactions lasting less than 0.5 seconds.[24][25]Market growthEdit In the early 2000s, high-frequency trading still accounted for fewer than 10% of equity orders, but this proportion was soon to begin rapid growth. High-frequency trading (HFT) is a type of algorithmic financial trading characterized by high speeds, high turnover rates, and high order-to-trade ratios that leverages high-frequency financial data and electronic trading tools.[1] While there is no single definition of HFT, among its key attributes are highly sophisticated algorithms, co-location, and very short-term investment horizons.[2] HFT can be viewed as a primary form of algorithmic trading in finance.[3][4] Specifically, it is the use of sophisticated technological tools and computer algorithms to rapidly trade securities.[5][6][7] HFT uses proprietary trading strategies carried out by computers to move in and out of positions in seconds or fractions of a second.[8] In 2017, Aldridge and Krawciw[9] estimated that in 2016 HFT on average initiated 10–40% of trading volume in equities, and 10–15% of volume in foreign exchange and commodities.substantial body of research argues that HFT and electronic trading pose new types of challenges to the financial system.[5][16] Algorithmic and high-frequency traders were both found to have contributed to volatility in the Flash Crash of May 6, 2010, when high-frequency liquidity providers rapidly withdrew from the market.[5][15][16][17][18] Several European countries have proposed curtailing or banning HFT due to concerns about volatility.[19] High-frequency trading has taken place at least since the 1930s, mostly in the form of specialists and pit traders buying and selling positions at the physical location of the exchange, with high-speed telegraph service to other exchanges.[20] The rapid-fire computer-based HFT developed gradually since 1983 after NASDAQ introduced a purely electronic form of trading.[21] At the turn of the 21st century, HFT trades had an execution time of several seconds, whereas by 2010 this had decreased to milli- and even microseconds.[22] Until recently, high-frequency trading was a little-known topic outside the financial sector, with an article published by the New York Times in July 2009 being one of the first to bring the subject to the public’s attention.[23] On September 2, 2013, Italy became the world’s first country to introduce a tax specifically targeted at HFT, charging a levy of 0.02% on equity transactions lasting less than 0.5 seconds.[24][25]Market growthEdit In the early 2000s, high-frequency trading still accounted for fewer than 10% of equity orders, but this proportion was soon to begin rapid growth.The report found that the cause was a single sale of $4.1 billion in futures contracts by a mutual fund, identified as Waddell & Reed Financial, in an aggressive attempt to hedge its investment position.[76][77] The joint report also found that “high-frequency traders quickly magnified the impact of the mutual fund’s selling.”[17] The joint report “portrayed a market so fragmented and fragile that a single large trade could send stocks into a sudden spiral”, that a large mutual fund firm “chose to sell a big number of futures contracts using a computer program that essentially ended up wiping out available buyers in the market”, that as a result high-frequency firms “were also aggressively selling the E-mini contracts”, contributing to rapid price declines.[17] The joint report also noted “HFTs began to quickly buy and then resell contracts to each other – generating a ‘hot-potato’ volume effect as the same positions were passed rapidly back and forth.”[17] The combined sales by Waddell and high-frequency firms quickly drove “the E-mini price down 3% in just four minutes”.[17] As prices in the futures market fell, there was a spillover into the equities markets where “the liquidity in the market evaporated because the automated systems used by most firms to keep pace with the market paused” and scaled back their trading or withdrew from the markets altogether.[17] The joint report then noted that “Automatic computerized traders on the stock market shut down as they detected the sharp rise in buying and selling.”[54] As computerized high-frequency traders exited the stock market, the resulting lack of liquidity “…caused shares of some prominent companies like Procter & Gamble and Accenture to trade down as low as a penny or as high as $100,000”.[54] While some firms exited the market, high-frequency firms that remained in the market exacerbated price declines because they “‘escalated their aggressive selling’ during the downdraft”.[15] In the years following the flash crash, academic researchers and experts from the CFTC pointed to high-frequency trading as just one component of the complex current U.S. market structure that led to the events of May 6, 2010.[78] In 2015 the Paris-based regulator of the 28-nation European Union, the European Securities and Markets Authority, proposed time standards to span the EU, that would more accurately synchronize trading clocks “to within a nanosecond, or one-billionth of a second” to refine regulation of gateway-to-gateway latency time—”the speed at which trading venues acknowledge an order after receiving a trade request”.

Android applicationsEdit Further information: Android (operating system) Global availability of Google Play By 2017, Google Play featured more than 3.5 million Android applications.[3][5] After Google purged a lot of apps from the Google Play store, the number of apps has risen back to over 3 million Android applications.[4][6] As of 2017, developers in more than 150 locations could distribute apps on Google Play, though not every location supports merchant registration.[7] Developers receive 70% of the application price, while the remaining 30% goes to the distribution partner and operating fees.[citation needed] Developers can set up sales, with the original price struck out and a banner underneath informing users when the sale ends.[8][9] Google Play allows developers to release early versions of apps to a select group of users, as alpha or beta tests.[9] Users can pre-order select apps (as well as movies, music, books, and games) to have the items delivered as soon as they are available.[10] Some network carriers offer billing for Google Play purchases, allowing users to opt for charges in the monthly phone bill rather than on credit cards.[11] Users can request refunds within 48 hours after a purchase.[12] Main article: Google Play Games At the Google I/O 2013 Developer Conference, Google announced the introduction of Google Play Games.[13] Google Play Games is an online gaming service for Android that features real-time multiplayer gaming capabilities, cloud saves, social and public leaderboards, and achievements.

High-frequency trading (HFT) is a type of algorithmic financial trading characterized by high speeds, high turnover rates, and high order-to-trade ratios that leverages high-frequency financial data and electronic trading tools.[1] While there is no single definition of HFT, among its key attributes are highly sophisticated algorithms, co-location, and very short-term investment horizons.[2] HFT can be viewed as a primary form of algorithmic trading in finance.[3][4] Specifically, it is the use of sophisticated technological tools and computer algorithms to rapidly trade securities.[5][6][7] HFT uses proprietary trading strategies carried out by computers to move in and out of positions in seconds or fractions of a second.[8] In 2017, Aldridge and Krawciw[9] estimated that in 2016 HFT on average initiated 10–40% of trading volume in equities, and 10–15% of volume in foreign exchange and commodities.substantial body of research argues that HFT and electronic trading pose new types of challenges to the financial system.[5][16] Algorithmic and high-frequency traders were both found to have contributed to volatility in the Flash Crash of May 6, 2010, when high-frequency liquidity providers rapidly withdrew from the market.[5][15][16][17][18] Several European countries have proposed curtailing or banning HFT due to concerns about volatility.[19] High-frequency trading has taken place at least since the 1930s, mostly in the form of specialists and pit traders buying and selling positions at the physical location of the exchange, with high-speed telegraph service to other exchanges.[20] The rapid-fire computer-based HFT developed gradually since 1983 after NASDAQ introduced a purely electronic form of trading.[21] At the turn of the 21st century, HFT trades had an execution time of several seconds, whereas by 2010 this had decreased to milli- and even microseconds.[22] Until recently, high-frequency trading was a little-known topic outside the financial sector, with an article published by the New York Times in July 2009 being one of the first to bring the subject to the public’s attention.[23] On September 2, 2013, Italy became the world’s first country to introduce a tax specifically targeted at HFT, charging a levy of 0.02% on equity transactions lasting less than 0.5 seconds.[24][25]Market growthEdit In the early 2000s, high-frequency trading still accounted for fewer than 10% of equity orders, but this proportion was soon to begin rapid growth.

The ARIA accredited “Maneater” as a gold single for selling over 35,000 copies.[28] In Canada, where “Promiscuous” topped the singles chart, “Maneater” reached number twenty-two on 23 November 2006 (its fifteenth week).[29] Its underperformance was attributed to the limited release of the CD single, which had been sold through retailers as early as “Promiscuous”.[29] “Maneater” was the second best-selling digital track of 2006 in Canada – behind James Blunt’s “You’re Beautiful” – with 66,607 downloads.[30] “Maneater” was nominated for a 2006 MTV Europe Music Award for Best Song.[31] It was also awarded a 2007 NRJ Music Award for Best International Song.[32] The official music video was directed by Anthony Mandler.[33] The video features former So You Think You Can Dance contestant Jamile McGee as a dancer.[34] Furtado had to schedule extra practicing sessions for her own dancing in the video.[33] The video does not have a substantial plot and, per Furtado’s request, focuses on simultaneously celebrating and parodying the “maneater cliché”.[4] It begins with Furtado searching for her runaway Great Dane, Toby, at night in a seemingly deserted industrial district of an unnamed city.

Music critic Stephen Thomas Erlewine from Allmusic, who gave the album four out of five stars, called Snow on the Sahara “a promising debut effort” because “she illustrates enough full-formed talent on the disc”.[13] According to Erlewine, Anggun “tackles polished ballads, Latin-pop and dance-pop on Snow on the Sahara, demonstrating that she can sing all the styles quite well.”[13] Michael Freedberg from Boston Phoenix believed that the album “is how romanticism sounds when it rides the waves of limitless ambition and a virtuoso conceit as big as any rapper’s brag or loverboy’s smooch.”[14] Brad Webber from Chicago Tribune felt that the album “showcases the superbly talented mezzo-soprano’s tool”.

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