High-Frequency & Algorithmic Trading - Frontier Ledger

High-Frequency & Algorithmic Trading

20 articles on latency arbitrage, order book prediction, market making, and HFT infrastructure.

1

Latency Arbitrage: Predictive Packet Routing with AI

2

Micro-Structure Feature Engineering for Nanosecond Alpha

3

Order-Book Prediction with Temporal Graph Networks

4

Auto-Calibration of Market-Making Spreads via RL

5

Quote-Stuffing Detection Using Streaming Anomaly Models

6

LOBSTER vs TickData—Choosing the Right HFT Dataset

7

Adaptive Throttling: Keeping Reject Rates Below Exchange Limits

8

Surrogate Modeling of Exchange Matching Engines

9

FPGA vs GPU for Low-Latency Inference—Cost-Benefit Analysis

10

Replay Frameworks for HFT Strategy Testing

11

Execution Tactic Selection with Contextual Bandits

12

Dynamic POV Algorithm Using Reinforcement Learning

13

Minimizing Toxic Flow: Predicting Adverse Selection in RFQs

14

Auto-Generation of Synthetic Market Scenarios for Stress Runs

15

AI-Driven Dark-Pool Routing Strategies

16

Volume Prediction at the Millisecond Horizon

17

Event Detection: From Tweet to Trade in 500 µs

18

Market-Making in Fragmented Crypto Exchanges with Multi-Agent AI

19

Predicting Auction Imbalance for Closing Cross Opportunities

20

Pressure-Based Liquidity Metrics Derived from CNNs on Order-Book Images