Tagged Questions
0
votes
0answers
470 views
What is the current state of the algorithmic trading research? [closed]
Searching for 'algorithmic trading' through scholar.google.com reveals a large list of trading strategies, related on topics like the liquidity of markets, volatility modelling, volume modelling, the ...
4
votes
3answers
561 views
What is the impact of high-frequency trading on market depth, liquidity, and volatility?
On the surface, bid-ask spreads are far more narrow than even several years ago.
However, during periods of financial stress liquidity seems to vanish. Also, the increasing amount of fragmentation ...
21
votes
9answers
2k views
Has high frequency trading (HFT) been a net benefit or cost to society?
Various studies have demonstrated the very large and growing influence of high frequency trading (HFT) on the markets. HFT firms are clearly making a great deal of money from somewhere, and it stands ...
