Research and analysis

Computer trading: crashes and high frequency trading

Report evaluating the risks posed by high-speed algorithmic trading.

• From: Government Office for Science
• Published: 8 September 2011

Documents

Crashes and high frequency trading (DR7)

Ref: BIS/11/1226

PDF, 427 KB, 26 pages

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Details

This report presents a partial review of the potential for bubbles and crashes associated with high frequency trading (HFT).

This review was commissioned as part of the Foresight project on the future of computer trading.

Published 8 September 2011