The volume clock: Insights into the high-frequency paradigm

Institutional Investor Inc
Publication Type:
Journal Article
Journal of Portfolio Management, 2012, 39 (1), pp. 19 - 29
Issue Date:
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The article focuses on high-frequency trading (HFT). It discusses the emergence of HFT, citing legislative changes through the Regulation National Market System of 2005 (Reg NMS) in the U.S. and the Markets in Financial Instruments Directive (MiFID) in Europe in 2007. It compares HFT with low frequency trading (LFT) and argues that there are other benefits to HFT other than speed.
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