bgscience@idbg.ru
+7 495 648 62 41 Russia, 127015, Moscow, Novodmitrovskaya st. 5A (b. 7)
Menu
  • BIBLIO-GLOBUS
    • About
  • Journals
    • Russian Journal of Entrepreneurship
    • Creative Economy
    • Scholarly Communication Review
    • Russian Journal of Retail Management
    • Leadership and Management
    • Public-Private Partnership
    • Global Markets and Financial Engineering
    • Russian Journal of Housing Research
    • Food Policy and Security
    • Russian Journal of Labor Economics
    • Russian Journal of Innovation Economics
    • Journal of Economics, Entrepreneurship and Law
    • Russian Journal of Humanistic Psychology
  • BIBLIO-GLOBUS fiction

Switch to Russian:to Russian

HFT (High Frequency Trading): pros and cons


Musaev E.B. ogly
(about the author)

Musaev Emin Bakhariz ogly – (The Russian Presidential Academy of National Economy and Public Administration)

Published in:
Global Markets and Financial Engineering (Russian version)
– Volume 4, Number 2 (April-June 2017)

JEL classification: G14, L86, O31

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


Citation:
Musaev E.B. ogly (2017). HFT (High Frequency Trading): pros and cons. Global Markets and Financial Engineering (Russian version), 4(2), 97-105. doi: 10.18334/grfi.4.2.38034


Share:

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.








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/

Tel : +7 495 649 6241

Fax : +7 800 3331538

E-mail : bgscience@idbg.ru

Address : RUSSIA, 101000, Moscow, Myasnitskaya st. 13-2

BIBLIO-GLOBUS Science

BIBLIO-GLOBUS Science - one of the leading science publishers in Russia.

Read More
Other sites
  • BIBLIO-GLOBUS fiction
  • BIBLIO-GLOBUS bookstore
  • National Science Publishing Association (NATSPA)
© 2016 BIBLIO-GLOBUS Science (BIBLIO-GLOBUS Publishing House). All Rights Reserved