Views on improving the integrity of global capital markets

high-frequency trading

French Market Authority Report on High-Frequency Trading — No Surprises

Another jurisdiction has found that high-frequency trading has a mostly neutral or positive impact on market quality.

How Are the UK and Australia Able to Avoid HFT Pitfalls Ravaging the US Market Scene?

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 …

Are “Lit” Trading Venues Too Toxic for Average Investors? Is HFT Flash Crash Culprit?

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.

Forty Years of National Market System in the US — Things Have Never Been Better

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.

Live Twitter Chat 7 December (#CFAHFT): Market Liquidity, HFT, and Adverse Selection

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.

Australian Review: HFT and Dark Trading Don’t Merit Further Regulation

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.

Are Investors Getting Rolled? Study Shows Whether HFT Worsens Adverse Selection

Does modern market structure disadvantage investors and traditional market participants?

Rosov Talks HFT, Blockchains, Future of Financial Markets with “Exponential” Magazine

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 …

Sleepless in Seattle: Is Living with Threat of Market Flash Crashes the New Normal?

Is high-frequency trading the fault line of our modern market structure, and if so, what can we do about it?

Views on HFT in Europe, ESMA’s Role in MiFID Shared at E-Finance Lab Event

As the MiFID II Level 2 consultation draws near, here’s the latest perspectives on liquidity, transparency, and HFT in Europe.

Are Frequent Batch Auctions a Solution to HFT Latency Arbitrage?

Profitability of HFTs has declined rapidly in recent years, most likely as a result of the physical limits of reducing latency being reached.

HFT Strategies: Why the Sudden Fuss over Speed Advantages?

Are HFT speed advantages wrong, or simply taking advantage of inefficiencies in an imperfect market?

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