Research and analysis
Computer trading: quantifying instabilities and risks
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
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 email@example.com. Please tell us what format you need. It will help us if you say what assistive technology you use.
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.