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High frequency trading

08 February 2011  |  6535 views  |  0 Source: Deutsche Bank Hourly Markets

A Deutsche Bank Research briefing which aims to shed light on who the players in HFT are, which strategies they pursue and whether their impact on market quality is beneficial.

High-frequency trading (HFT) has been a focus of considerable public and regulatory attention since the 6 May, 2010 Flash Crash. Enabled by an interplay of legislative measures and increased competition between execution venues and driven by significant advances in information technology, HFT is now estimated to account for around 40% of European and up to 60% of U.S. equities trading volume.» Download the document now 309.3 kb (PDF File)

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