HFT (High Frequency Trading): pros and cons

Musaev E.B. ogly1
1 Российская академия народного хозяйства и государственной службы при Президенте РФ

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Journal paper

*
Volume 4, Number 2 (April-June 2017)
* Этот журнал не выпускается в Первом экономическом издательстве

Citation:

Musaev, E. B. (2017). HFT (High Frequency Trading): pros and cons. , 4(2), 97-105. https://doi.org/10.18334/grfi.4.2.38034

Abstract:
Over the past few years, financial market participants have increased their use of modern technologies. HFT-companies, constantly updating technical equipment, try to optimize their trading strategies as much as possible. However, the activities of such companies are controversial in the remaining financial market participants. The paper analyzes positive and negative sides of HFT.

Keywords: liquidity, HFT, High Frequency Trading, market-making, aggressive strategy

JEL-classification: O31, L86, G14

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References:

Baron M., Brogaard J., Kirilenko A. (2014). Risk and Return in High Frequency Trading [Risk and Return in High Frequency Trading] (in Russian).
Credit Suisse Market Trends 2013: The Year in PerspectiveTabbforum. (in Russian). Retrieved from http://tabbforum.com/opinions/high-frequency-trading-an-important-conversation
Dodd-Frank (2010). Wall Street Reform and Consumer Protection Act [Wall Street Reform and Consumer Protection Act]. Public law. 111-203. (in Russian).
Investing.com. (in Russian). Retrieved from http://investing.com
Tvardovskiy V. (0). Tendentsii algoritmicheskoy torgovli v Rossii [Trends in algorithmic trading in Russia] Algorithmic trading. (in Russian).
Бочкарева Т. Роботы сбавляют скоростьВедомости № 4285. Retrieved from http://www.vedomosti.ru/finance/articles/2017/03/22/682163-visokochastotnii-treiding
Кошкаров А. Московская биржа решила защитить инвесторов от роботовРбк. (in Russian). Retrieved from http://www.rbc.ru/finances/28/07/2015/55b745909a794708e098803e
Обзор регулирования финансового сектора. Банк России, 3 выпускMarket-lab. (in Russian). Retrieved from https://market-lab.org/algorithmic-trading-cbr-review
Поражение роботов: взлеты и падения высокочастотного трейдинга (часть 2)Habrahabr. (in Russian). Retrieved from https://habrahabr.ru/company/itinvest/blog/216597/

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