High-frequency Trading and its impact on markets

O'Hara, M

High-frequency Trading and its impact on markets

O'Hara, M

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Publication Type:: Journal Article
Citation:: Financial Analysts Journal, 2014, 70 (3), pp. 18 - 27
Issue Date:: 2014-01-01

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Field	Value	Language
dc.contributor.author	O'Hara, M	en_US
dc.date.issued	2014-01-01	en_US
dc.identifier.citation	Financial Analysts Journal, 2014, 70 (3), pp. 18 - 27	en_US
dc.identifier.issn	0015-198X	en_US
dc.identifier.uri	http://hdl.handle.net/10453/118187
dc.description.abstract	At the 2013 CFA Institute Financial Analysts Seminar, held in Chicago on 22-25 July, Maureen O'Hara discussed a new market paradigm: Trading has become faster, and market structure has fundamentally changed. In today's market, high-frequency traders (HFTs) act on information revealed by low-frequency traders (LFTs). To survive, LFTs must avoid being detected by predatory algorithms of HFTs. LFTs can thrive by adopting trading strategies appropriate to the high-frequency trading world. © 2014 CFA Institute.	en_US
dc.relation.ispartof	Financial Analysts Journal	en_US
dc.relation.isbasedon	10.2469/faj.v70.n3.6	en_US
dc.subject.classification	Finance	en_US
dc.title	High-frequency Trading and its impact on markets	en_US
dc.type	Journal Article
utslib.citation.volume	3	en_US
utslib.citation.volume	70	en_US
utslib.for	1502 Banking, Finance and Investment	en_US
utslib.for	1501 Accounting, Auditing and Accountability	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
utslib.copyright.status	closed_access
pubs.issue	3	en_US
pubs.publication-status	Published	en_US
pubs.volume	70	en_US

Abstract:

At the 2013 CFA Institute Financial Analysts Seminar, held in Chicago on 22-25 July, Maureen O'Hara discussed a new market paradigm: Trading has become faster, and market structure has fundamentally changed. In today's market, high-frequency traders (HFTs) act on information revealed by low-frequency traders (LFTs). To survive, LFTs must avoid being detected by predatory algorithms of HFTs. LFTs can thrive by adopting trading strategies appropriate to the high-frequency trading world. © 2014 CFA Institute.

Please use this identifier to cite or link to this item:

http://hdl.handle.net/10453/118187