Research and analysis

Computer trading: execution costs of institutional investors

Report investigating whether certain transaction costs are increasing as a result of high frequency trading.

Documents

High frequency trading and the execution costs of institutional investors (DR21)

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Details

This report studies whether high frequency trading (HFT) increases the execution costs of institutional investors.

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

Published 23 October 2012