Article2014

High-Frequency Trading and Its Impact on Markets

38 citations0/0 files storedFinancial Analysts Journal

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Financial Markets and Investment Strategies Stochastic processes and financial applications FinTech, Crowdfunding, Digital Finance

Abstract

At the 2013 CFA Institute Financial Analysts Seminar, held in Chicago on 22–25 July, Maureen O’Hara discussed a new market paradigm: Trading has become faster, and market structure has fundamentally changed. In today’s market, high-frequency traders (HFTs) act on information revealed by low-frequency traders (LFTs). To survive, LFTs must avoid being detected by predatory algorithms of HFTs. LFTs can thrive by adopting trading strategies appropriate to the high-frequency trading world.

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References

2002Is Information Risk a Determinant of Asset Returns?2001Optimal execution of portfolio transactions 2012Flow Toxicity and Liquidity in a High-frequency World 2011The Microstructure of the “Flash Crash”: Flow Toxicity, Liquidity Crashes, and the Probability of Informed Trading 2012The Volume Clock: Insights into theHigh-Frequency Paradigm 2010Nerds on Wall Street: math, machines, and wired markets 2013High-frequency trading : new realities for traders, markets and regulators 2010What Is a Quote?

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