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Not enough to justify, since the value of that liquidity is negligible, according to researchers.
by ChristianMarks 14y ago
Not enough to justify, since the value of that liquidity is negligible, according to researchers.
- valuegram 14y agoTo be fair "researchers" have also stated the converse: http://people.stern.nyu.edu/jhasbrou/Research/Working%20Papers/HS10-11-10.pdf http://people.stern.nyu.edu/jhasbrou/Research/Working%20Pape... http://www.automatedtrader.net/headlines/127545/hft-helps-market-structure-and-liquidity--academic-study-finds http://www.automatedtrader.net/headlines/127545/hft-helps-ma... http://home.uchicago.edu/~bweller/files/Liquidity_and_High_Frequency_Trading.pdf http://home.uchicago.edu/~bweller/files/Liquidity_and_High_F... Not sure what we're arguing about. I never said HFT is "justified" by its infusion of liquidity. It is simply a function of High Frequency trading, whether justified or not.