Financial Markets and HFT - An Information Management Perspective

Babis Theodoulidis

    Research output: Contribution to conferenceOther

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    Abstract

    A key message: despite commonly held negative perceptions, the available evidence indicates that high frequency trading (HFT) and algorithmic trading (AT) may have several beneficial effects on markets. However, HFT/AT may cause instabilities in financial markets in specific circumstances. This Project has shown that carefully chosen regulatory measures can help to address concerns in the shorter term. However, further work is needed to inform policies in the longer term, particularly in view of likely uncertainties and lack of data. This will be vital to support evidence-based regulation in this controversial and rapidly evolving field.
    Original languageEnglish
    Publication statusPublished - 11 Jan 2013
    EventThe Future of Computer Trading in Financial Markets: A conference to discuss the Foresight Report - London School of Economics and Political Science
    Duration: 11 Jan 201311 Jan 2013
    http://www.systemicrisk.ac.uk/sites/default/files/media/Babis-Theodoulidis.pdf

    Conference

    ConferenceThe Future of Computer Trading in Financial Markets: A conference to discuss the Foresight Report
    CityLondon School of Economics and Political Science
    Period11/01/1311/01/13
    Internet address

    Keywords

    • high frequency trading, financial markets, information management

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