A recent academic study, "The Externalities of High Frequency Trading", published by Professor Mao Ye, Jiading Gai and Chen Yao of the University of Illinois, finds that increasing the speed of trading from microseconds to nanoseconds does not lead to narrower spreads and increased trading volumes, but does increase cancellation/execution ratios and short term volatility while decreasing market depth.
Palo Alto (21 May 2013) – Kx Systems, the leader in high-performance database and time-series analysis, confirms today that RSJ a.s., the biggest trader on NYS...
22 May 2013: S&P Capital IQ’s Real Time Solutions has extended its low latency connectivity and co-location services toHong Kong Exchanges and Clearing Limited ...
By Matthew Philips
For the last few years, the stock market has been a race among high-speed traders. The game was simple: The fastest traders won the most profits. Since s...
By Nina Mehta & Eleni Himaras
Bats Global Markets Inc., the third- largest U.S. stock exchange operator, said its computers allowed trades that violated rules intended ...
