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In finance, delta-neutral describes a portfolio of related financial securities, in which the portfolio value remains unchanged due to small changes in the value of the underlying security. "High Frequency Trading Needs Information, Not Regulation".

In financial markets, high-frequency trading (HFT) is a type of algorithmic trading characterized by high speeds, high turnover rates, and high order-to-trade ratios that leverages high-frequency financial data and electronic trading tools.
While there is no single definition of HFT, among its key attributes are highly sophisticated algorithms, co-location, and very short-term investment horizons.
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A limit order is an order to either buy.
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Patterson, Scott (September 17, 2014). A b Lemke and Lins, "Soft Dollars and Other Trading Activities 2:31 (Thomson West,.). "Algo Arms Race Has a Leader For Now", NYU Stern School of Business, December 18, 2006 "High-Frequency Firms Tripled Trades in Stock Rout, Wedbush Says". 43 44 Profits are transferred from passive index investors to active investors, some of whom forex swing trade alerts are algorithmic traders specifically exploiting the index rebalance effect. Available at WSJ Blogs retrieved August 19, 2008 a b Artificial intelligence applied heavily to picking stocks by Charles Duhigg, November 23, 2006 "How To Build Robust Algorithmic Trading Strategies". "News organizations respond to Fed lockup questions". "Rare Events Analysis of High-Frequency Equity Data".

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