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High-frequency trading (HFT) is a type of algorithmic trading in finance characterized by high speeds, high turnover rates, and high order-to-trade ratios that leverages high-frequency financial data and electronic trading tools.
High frequency trading (HFT) is controversial. Some investors say it lets people capitalize off of opportunities that may vanish quite quickly. Others say high frequency trading distorts the markets.
Algorithmic and high-frequency trading were shown to have contributed to volatility during the May 6, 2010 Flash Crash, [41] [43] when the Dow Jones Industrial Average plunged about 600 points only to recover those losses within minutes. At the time, it was the second largest point swing, 1,010.14 points, and the biggest one-day point decline ...
In short form, high-frequency trading is a flavor of trading that leverages computers and the speed of super-fast data. Ever since the meltdown at Knight Capital (NYS: KCG) earlier this month, the ...
Data collected at high frequencies inform and update stock statistics in real-time. Due to the introduction of electronic forms of trading and Internet-based data providers, high frequency data has become much more accessible and can allow one to follow price formation in real-time.
But these high-frequency traders also try to keep what is known as a balanced book. This means that the number of buy transactions must always equal the number of sells.