High-frequency trading improves market quality, study finds

Study disproves commonly held negative perceptions of HFT

technology arms race

High-frequency trading (HFT) and algorithmic trading (AT) have several beneficial effects on market quality, a new study has found.

The report, entitled Foresight: The future of computer trading in financial markets, was commissioned by the UK Government Office for Science. It examines the effect of computer-based trading (CBT) on financial markets.

The report claims CBT has many positive effects, a finding that could come as a surprise, says Jean-Pierre Zigrand, reader in finance at the London

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

The changing shape of risk

S&P Global Market Intelligence’s head of credit and risk solutions reveals how firms are adjusting their strategies and capabilities to embrace a more holistic view of risk

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here