Crashes and High Frequency Trading

11

January, 2012

We have talked in the past about the UK Foresight Project and we have highlighted a few of their academic papers. It still puzzles us how the HFT community initially thought that the UK Foresight project exonerated them. Today, we would like to highlight another paper that was written for the project titled “Crashes and High Frequency Trading”  by D. Sornette and S. von der Becke. The authors lead with “Can high frequency trading lead to crashes? We believe it has in the past, and it can be expected

This content is restricted to site members. If you are an existing user, please login. New users may register below.