High Frequency Trading: A Brief Academic Approach Studies of Futuristic Financial Markets

In this paper, by emphasising “need-for-speed” in computerised high frequency trading without affecting the basic nature of the speed race, the authors identified the welfare effect on trading performance. With the brave new world , the main drivers of unintended effects were checked. Their hope was to explicitly minimise some of the undisputed damage caused by high frequency trading dynamics, i.e. arms race actions and complex adaptive system of computer algorithms, for the particular issue of discrete time frequent batch auction hybrid with regulatory principles of’ financial regulation 2.0.’ Hopefully, the prospective analysis presented and included in this paper would be a valuable method for future research to answer concerns about the dynamics of small order books in the presence of HFTs. Until tested for benefits and drawbacks, any new ideas should not be put to death.

Author(s) Details

Arodh Lal Karn
School of Management, Northwestern Polytechnical University, Xian 710072, China.

Rakshha Kumari Karna
School of Management, Harbin Institute of Technology, Harbin 150001, China.

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