Report on the instabilities and risks arising from high speed trading.
Brave new world: quantifying the new instabilities and risks arising in subsecond algorithmic trading (DR27)
Ref: BIS/12/1060 PDF, 2.64MB, 45 pages
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This report examines subsecond algorithmic trading in order to quantify the new instabilities and risks that arise.
This review was commissioned as part of the Foresight project on the future of computer trading.