High Frequency Trading: Business Redesign through Big Data and Cloud

This monograph investigates the activity of high frequency traders in the Helsinki Stock Exchange
(HSE), and focuses on the feasibility of proposed strategies that HFT has on other market participants.
In support of this study, the author provides a thorough review of both the institutional background and
the relevant academic literature. In this monograph, the author established the welfare effect to
trading success through deemphasizing “need-for-speed” in computerized high frequency trading
without affecting the basic nature of speed race. This establishment is to confirm that high frequency
trading is not only about the speed but also about the effective trading strategies it uses to perform the
trade. Strategies are the technical approach to search for profit from events-based speculations.
Hence a specialized version of business cloud trading system is then architected after discovering
and exploring the feasibility of HFT in event-based trading in Finnish stock market. So that afresh get
going HFT firms who are speculating what tact to exercise with what holding period and not capable
to get micro second favors of news feed earlier than their adversaries; can practice this discipline and
the proposed cloud trading architect for alpha-profit generation.