4 ms·

Hft decreases volatility

• amalag 13y ago
  Says the industry groups profiting from it.
  • fantnn 13y ago
    and the empirical data, source or gtfo
    • amalag 13y ago
      There are plenty of valid critiques of the industry sponsored research. Sorry that you can only see the opinion of those who are making money from it.
    • patrickdavey 13y ago
      http://www.amazon.com/Dark-Pools-Machine-Traders-Rigging/dp/0307887170 http://www.amazon.com/Dark-Pools-Machine-Traders-Rigging/dp/... Good book. HFT gives the illusion of liquidity - can dry up real quick and if things go wrong, well, as suggested below, you get the Flesh Crushes ;)
      • fantnn 13y ago
        Some guy with an MFA is not qualified to talk about HFT and liquidity. I was referring more to an academic source, flash crashes are more the exception and not the rule; they stabilize quickly and have little to no lasting negative effect on industry.