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High frequency trading

Analysis and Comment (7)

I think our algorithm has called in sick. I think our algorithm has called in sick. Rafael Matsunaga

Taxing times for high-frequency trading

High-frequency trading, where computer algorithms are programmed to buy and sell financial products in a fraction of a second, is a profitable business but also a controversial practice. Regulators are…
Are high-frequency traders friends or foes of the financial market? Are high-frequency traders friends or foes of the financial market? AAP

Too fast, too furious? Making sense of high-frequency trading

As the sixth iteration of The Fast and the Furious franchise rolls out in cinemas, a greater speed demon lurks in our financial markets: high-frequency traders (HFTs). While the good guys in Fast 6 are…
Are the algorithms used in high frequency trading a threat to the markets themselves? ASIC says the danger is “overstated” but the FBI and the SEC have joined forces. Are the algorithms used in high frequency trading a threat to the markets themselves? ASIC says the danger is “overstated” but the FBI and the SEC have joined forces. AAP

The rise of the machines: High Frequency Trading and dark pools

In language that is more in keeping with hackers and crime syndicates, the Financial Times reported last week that the FBI was going to assist securities regulators in the US to tackle “dark pools” and…
The growth in high-frequency trading and the changing nature of dark liquidity in equities markets have prompted ASIC to release new rules for market integrity. The growth in high-frequency trading and the changing nature of dark liquidity in equities markets have prompted ASIC to release new rules for market integrity. AAP

Making sense of ASIC’s new rules on dark liquidity and high-frequency trading

The Minister for Financial Services and Superannuation recently announced new ASIC Market Integrity Rules to address the growth in automated trading and the changing nature of dark liquidity in equities…
As high frequency trading and dark pools worry Australian regulators, can a market be too fluid? As high frequency trading and dark pools worry Australian regulators, can a market be too fluid? AAP

Could high frequency trading lead to our own ‘flash crash’?

The dangers of massive high frequency trading are becoming increasingly clear in equity markets. Greg Medcraft, the chairman of corporate regulator ASIC, confirmed to a Federal parliamentary committee…
Australia’s trading market faces new competition from today. Australia’s trading market faces new competition from today. AAP

Chi-X launch - what does it mean for the Australian market?

Today for the first time in its history, the Australian Securities Exchange will face competition in equities trading. This means that there will now be a choice of trading venue for the execution of orders…
Sharemarket trading is now mostly out of human hands, thanks to algorithimic programs. Sharemarket trading is now mostly out of human hands, thanks to algorithimic programs. AAP

Out of our hands: the hidden dangers of high-frequency trading

Stock market trading has been transformed over the last two decades in ways that are fated to increase the likelihood of complete market collapse. Stocks used to be traded by human beings through shouted…

Research Briefs (1)

High-frequency trading a zero-sum game

The speed increase of stock trading from microseconds to nanoseconds leads to an increase in order cancellations and is otherwise…