Collection of Academic Studies Focused on High Frequency Trading (HFT), Algorithmic Trading, and Market Making

24

April, 2012

 
Friends of ours probably know that we collaborate with, and receive ideas from, a few other thought leaders in the industry. One such leader is R.T. Leuchtkafer (RTL). We first connected with RTL before the Flash Crash, as he had written a comment letter to the SEC’s Concept Release on Equity Market Structure in early 2010 that was a stark contrast to the plethora of other industry comment letters, each claiming that “our equity market structure was working better than ever.” You can read RTL’s comment letter here.

RTL did

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