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High-Frequency trading New Realities for Traders, Markets and Regulators EditEd By david EaslEy, Marcos lópEz dE prado, and MaurEEn o’Hara High-Frequency Trading High-Frequency Trading New Realities for Traders, Markets and Regulators Edited by David Easley, Marcos López de Prado and Maureen O’Hara Published by Risk Books, a Division of Incisive Media Investments Ltd Incisive Media 32–34 Broadwick Street London W1A 2HG Tel: +44(0) 20 7316 9000 E-mail: books@ Sites: © 2013 Incisive Media Investments Limited ISBN 978-1-78272-009-6 British Library Cataloguing in Publication Data A catalogue record for this book is available from the British Library Publisher: Nick Carver Commissioning Editor: Sarah Hastings Managing Editor: Lewis O’Sullivan Editorial Development: Sarah Hastings Designer: Lisa Ling Copy-edited and typeset by T T Productions Ltd, London Printed and bound in the UK by Berforts Group Conditions of sale All rights reserved. No part of this publication may be reproduced in any material form whether by photocopying or storing in any medium by electronic means whether or not transiently or incidentally to some other use for this publication without the prior written consent of the copyright owner except in accordance with the provisions of the Copyright, Designs and Patents Act 1988 or under the terms of a licence issued by the Copyright Licensing Agency Limited of Saffron House, 6–10 Kirby Street, London EC1N 8TS, UK. Warning: the doing of any unauthorised act in relation to this work may result in both civil and criminal liability. Every effort has been made to ensure the accuracy of the text at the time of publication, this includes efforts to contact each author to ensure the accuracy of their details at publication is correct. However, no responsibility for loss occasioned to a