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Konzeption und Entwicklung des Hochfrequenzhandels

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Zusammenfassung

Ein Missverständnis in der Wahrnehmung des Hochfrequenzhandels besteht darin, dass er fälschlicherweise als eigenständige Handelsstrategie verstanden wird. Dies entspricht weder im Hinblick auf seine Umsetzung noch in Bezug auf die strategische Konzeption den realen Tatsachen in der Praxis. Der Hochfrequenzhandel ist als eine Technologie zu verstehen, die sich primär auf eine geschwindigkeits- und latenzoptimierte Datenübermittlung bzw. -verarbeitung von Data Feeds von und zu den Börsen bzw. Alternative Trading Systems (ATS) fokussiert. Moderne Datentechnologien sind sowohl an den Börsen als auch an alternativen Handelsplätzen wie Dark Pools die wesentlichen Komponenten des Hochfrequenzhandels.

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Gresser, U. (2018). Konzeption und Entwicklung des Hochfrequenzhandels. In: Praxishandbuch Hochfrequenzhandel Band 2. Springer Gabler, Wiesbaden. https://doi.org/10.1007/978-3-658-13877-6_1

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