High Frequency Trading Research’s Greatest Hits

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December, 2012

R.T. Leuchtkafer has done it again. He has taken the time to assemble, read, digest, and summarize fifty seven research papers, thirty five media articles, five books, and twenty seven government publications/reports – all written on market making and high frequency trading. He has graciously allowed us to share his work, and we do so for you today. Please save Leuchtkafer’s collection of Greatest Hits, as it is everything you will ever need to educate clients, coworkers, board members, and even regulators on high frequency trading.

A few months back, we

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