Research and analysis

Computer trading: price efficiency

Report examining high frequency trading and price efficiency.

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

Documents

High frequency trading and price efficiency (DR12)

Ref: BIS/11/1231

PDF, 278 KB, 20 pages

This file may not be suitable for users of assistive technology.

Request an accessible format.

If you use assistive technology (such as a screen reader) and need a version of this document in a more accessible format, please email contact@go-science.gov.uk. Please tell us what format you need. It will help us if you say what assistive technology you use.

Details

This report considers how greater investment in computing and communications technologies effect high-frequency trading (HFT) and price efficiency.

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

Published 8 September 2011