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Systematisierung und Konzeption von Latenzstrategien des Hochfrequenzhandels

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Zusammenfassung

Bei der Kategorie der Latenzstrategien wird unterschieden nach Latency Arbitrage, Market Latency Arbitrage und Order Routing Latency Arbitrage. Bei den Latenzstrategien des Hochfrequenzhandels versucht man eine strategische Vorgehensweise zu nutzen, die allein auf der technologischen Überlegenheit basiert. Man versucht bei dieser Form der Latenzarbitrage den Geschwindigkeitsvorteil beim Bezug der Marktdaten vorteilhaft gegenüber denjenigen umzusetzen, die im Markt verlangsamt agieren.

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Correspondence to Uwe Gresser .

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Gresser, U. (2018). Systematisierung und Konzeption von Latenzstrategien des Hochfrequenzhandels. In: Praxishandbuch Hochfrequenzhandel Band 2. Springer Gabler, Wiesbaden. https://doi.org/10.1007/978-3-658-13877-6_9

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  • DOI: https://doi.org/10.1007/978-3-658-13877-6_9

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  • Publisher Name: Springer Gabler, Wiesbaden

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