A recent study from Pragma Securities investigates the profits of high frequency trading firms and looks into how those profits impact end-user investors. The study compares and contrasts the use of passive orders between HFT firms - who are able to capture speads and earn exchange rebates - and investors and directional traders, who do not have that capability.
The report concludes that this situation results in higher trading costs for end investors. Download the report here.
David Mechner, CEO of Pragma Securities, discusses the report's findings with Tom Groenfeldt on the Forbes website.
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