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.
Top High Frequency Trading Event
- Michael Lewis is wrong, says Knightmare on Wall Street’s Edgar Perez: Markets are not any more ‘RIGGED’ than before
- High Frequency Trading: Clear and Present Danger?
- Brokerage offers platform for high frequency traders
- RBC: offers explanation for apparent decline in high-frequency trading
- High-frequency trading activity in Canada appears to have declined: IIROC