HFT Research: Eurex Exchange Releases Proprietary Research Results

Eurex Exchange releases proprietary research results on high frequency trading

Eurex Exchange releases proprietary research results on high frequency trading

AutomatedTrader Magazine reports that Eurex Exchange is the first exchange in Europe to share part of its proprietary quantitative research on high- frequency trading (HFT) with the public. Key findings of this research include: (a) HFT participants played an important and beneficial role during one of the most extreme market situations Eurex Exchange has seen in recent years, (b) HFT participants play a unique and indispensable role in the recovery of market quality right after large trades, and (c) Eurex Exchange did not find evidence of abusive HFT activity.

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One Response to HFT Research: Eurex Exchange Releases Proprietary Research Results

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