high-frequency trading
Another jurisdiction has found that high-frequency trading has a mostly neutral or positive impact on market quality.
The UK’s Financial Conduct Authority has released a report that aims to determine if high-frequency traders are anticipating order flow across markets. It finds …
Those were just some of the timely issues covered during a recent Twitter chat with Dennis Dick, CFA, proprietary trader and head of equity market structure at Bright Trading.
Conference takeaways: Market participants are mostly happy with modern market structure, quality; HFT isn’t a stressor, technology is; regulators should improve things at the margin, but do no harm.
Join CFA Institute capital markets policy analyst Sviatoslav Rosov, PhD, CFA, and Dennis Dick, CFA, proprietary trader and head of equity market structure at Bright Trading, for a live Twitter chat at 12 p.m. EST Monday, 7 December. The hashtag to follow along is #CFAHFT.
The broad conclusion of Australian report is that current levels of high frequency and dark trading do not constitute a concern and, as a result, regulators don’t foresee the need for further regulation.
Does modern market structure disadvantage investors and traditional market participants?
Umbrellas, stores, pedestrians, and rain used to show state of the HFT debate.
The financial sector is facing potentially two major problems in the next five years as policy analyst Svi Rosov sees it. First, expect increasingly weird behavior, like flash crashes, and second …
Is high-frequency trading the fault line of our modern market structure, and if so, what can we do about it?
As the MiFID II Level 2 consultation draws near, here’s the latest perspectives on liquidity, transparency, and HFT in Europe.
Profitability of HFTs has declined rapidly in recent years, most likely as a result of the physical limits of reducing latency being reached.
Are HFT speed advantages wrong, or simply taking advantage of inefficiencies in an imperfect market?