Download: Morningstar whitepaper on high frequency securities #trading
Morningstar kindly provided this whitepaper on ‘High-Frequency Securities Trading: Overcoming Challenges to Stay Ahead.’
With the continued growth of high frequency trading, the report focuses on the critical role that historical data plays within systematic trading strategies:
- The importance to algorithmic and systematic trading models: the use of comprehensive, high-quality data sets with deep granularity
- The value to these models of having a seamless relationship between the historical data set and a real-time data feed
- A case study showing how Morningstar’s tick history data and real-time data feeds can help investment banks and hedge funds meet the challenges their high-frequency platforms face
To learn more about HFT and systemic trading, download this report now.
Morningstar will be exhibiting at the upcoming Trading Show Chicago exhibition. The Trading Show Chicago features four conferences: HFT World Chicago, Exchange Technology World Chicago, Quant Invest Chicago and Trading Congress Chicago. Register now!
