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Definition und Charakterisierung des Hochfrequenzhandels

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Praxishandbuch Hochfrequenzhandel Band 2

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Zusammenfassung

Der Hochfrequenzhandel ist keine eigenständige Strategie, sondern ist zu verstehen als eine Technologie, die es ermöglicht, Börsendaten wie Kurse oder Gebote aus den Orderbüchern in hoher Geschwindigkeit und geringer Latenz zu empfangen und diesen Zeitvorsprung gegenüber den anderen Marktteilnehmern strategisch auszunutzen. Man konzentriet sich somit primär auf technologisch bedingte Latenzzeiten und Geschwindigkeitskomponenten der Systeme. Die Geschwindigkeitsoptimierung ist die entscheidende strategische Anforderung eines profitablen Hochfrequenzhandelssystems. Dies bedingt den hieraus abzuleitenden höchstmöglichen Technologisierungsstandard in Form von Infrastrukturtechnologien und algorithmischen Technologien, mit der primären Zielsetzung, die Geschwindigkeit des gesamten Analyse- und Orderprozesses zu maximieren.

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Authors and Affiliations

  1. Dubai, Vereinigte Arabische Emirate

    Uwe Gresser

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  1. Uwe Gresser
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Correspondence to Uwe Gresser .

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Gresser, U. (2018). Definition und Charakterisierung des Hochfrequenzhandels. In: Praxishandbuch Hochfrequenzhandel Band 2. Springer Gabler, Wiesbaden. https://doi.org/10.1007/978-3-658-13877-6_2

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  • DOI: https://doi.org/10.1007/978-3-658-13877-6_2

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  • Publisher Name: Springer Gabler, Wiesbaden

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  • Online ISBN: 978-3-658-13877-6

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