HFT programs now have enough money behind them to destroy real wealth or productive capital in microseconds if they simultaneously deal in large enough volume to cause a flash crash in a market they are permitted to operate in.
Concern that American stock markets have become more susceptible to split-second crashes due to computerization isn’t supported by the data, a Securities and Exchange Commission official said.
Duality in trade in the precious metals markets has existed for decades. The decoupling has never been more obvious with the seeming dichotomy of prices versus demand and production.
Exchanges have adapted to new market reality by improving speed of automated trading systems to level playing ground for all traders, study finds.
Book review of "The Speed Traders: An Insiders Look at the New High-Frequency Phenomenon That is Transforming the Investing World" by Edger Perez.
If there’s one thing firms must have a strong grasp on in the financial markets, it’s data. These days, data comes from every direction possible, and it comes quickly.
A false report of explosions at the White House that wiped out $136 billion from the Standard & Poor’s 500 Index in about two minutes highlighted the risks of the computerized trading that dominates the $18 trillion market.
Commodity-future price moves rather than news are increasingly driving trade in oil, sugar and grain futures, which may make finding a fair price less efficient, according to a Swiss study.
With debates raging about high-frequency trading, new regulations and a transaction tax, there is plenty for traders to keep an eye on.
A parliamentary committee in Germany approved a bill requiring firms that use the computer-driven strategies to register with banking authorities.