4 ms·
There's also the caveat: "However, there is some evidence, mostly from the Flash Crash, that in certain instances algorithmic trading and HFTs may exacerbate pr
by thinkloop 6y ago
There's also the caveat: "However, there is some evidence, mostly from the Flash Crash, that in certain instances algorithmic trading and HFTs may exacerbate price movements during periods of high volatility or market stress."
Volatile volitility reduction