Online Algorithms in High-frequency Trading - ACM QueueOctober 7, 2013 Volume 11, issue 8 PDF Online Algorithms in High-frequency Trading The challenges faced by competing HFT algorithms Jacob Loveless, Sasha Stoikov, and Rolf Waeber HFT (high-frequency trading) has emerged as a powerful force in modern financial markets. Only 20 years ago, most of the trading volume occurred in exchanges such as the New York Stock Exchange, where humans dressed in br
