The Speed Traders, The Newest High-Frequency Trading Book by Edgar Perez

The Speed Traders Workshop 2012: News Coverage From China Business Network (CBN)

Posted on June 13, 2012. Filed under: Economy, Exchanges, Operations, Practitioners, Private Equity, Regulations, Securities, Strategies | Tags: BATS Global Markets, Beijing, BFM 89.9, Bob Greifeld, Bursa Malaysia, CBN, CFTC, Chicago, China, China Business Network, Citadel, CSRC, Dubai, Edgar Perez, Electronic Trading, Electronic Trading Platform, Flash Crash, FPGA, FSA, GETCO, Goldman Sachs, Hedge Funds, HFT book, hft consultant, HFT firms, HFT Seminar, HFT speaker, HFT workshop, HFTLeadersForum.com, high frequency trading consultant, high frequency trading firms, High Frequency Trading Networking, high frequency trading speaker, high frequency trading strategies, High-Frequency Trading, High-Frequency Trading Book, High-Frequency Trading Conference, High-Frequency Trading Happy Hour, High-Frequency Trading Seminar, Hong Kong, House Financial Services Committee, Institutional Investors, IPO, Jakarta, Kiev, Kuala Lumpur, Kyiv, London, Malaysia, Market Abuse Unit, McKinsey, Mexico, MiFID, MIT Sloan, Moscow, Nasdaq, new york, New York University, Pace University, proprietary trading, Quantitative Trading, Renaissance, Sao Paulo, SEC, Securities and Exchange Commission, Seoul, Shanghai, singapore, South Korea, The Speed Traders, The Speed Traders Workshop, The Speed Traders Workshop 2012, Trading, trading strategies, Ukraine, Ultra High-Frequency Trading, Warsaw |

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频交易研究专家Edgar Perez近日在与第一财经采访时表示，高频交易是一种专注于“速度（speed）”的投资方法，主要以先进的电脑技术和设备寻求在极短时间内的获利，然 而这种投资方法与巴菲特的“价值投资”哲学并不矛盾，亦有助投资者能跳出经济周期和宏观大环境的制约，寻找到不为外界环境所左右的“阿尔法”值（即超出市 场基准的收益回报）。

Edgar Perez援引数据介绍指出，目前在美国证券市场中的整体成交金额中有56%来自高频交易，而这种交易手法也是伴随着科技的发展、市场的竞争、以及监管政策的变化，在证券市场中自然演进所出现的。

高频交易主要以电脑完成交易，数据处理可以在毫秒（0.001秒）之间，人力根本无法与之匹配，因此该种交易主要依赖先进的科学技术和电脑算法。高频交易的主要策略包括电子化交易、趋势追踪、相对价值套利、流动性监测、新闻解读分析和投资基金方法等。

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