Essays about: "Predatory HFT-strategies"

Found 1 essay containing the words Predatory HFT-strategies.

  1. 1. Toxicity Levels of Stock Markets : Observing Information Asymmetry in a Multi-Market Setting

    University essay from KTH/Matematisk statistik; KTH/Matematisk statistik

    Author : Lukas Molander; Shih Jung Yape; [2017]
    Keywords : High frequency trading HFT ; Market microstructure; Order ow toxicity; Contagion; Adverse selection; Predatory HFT-strategies; Toxicity levels;

    Abstract : The presence of toxic order ow and predatory HFT strategies in a multi-market setting are scarcely researched in the academic world. This thesis studies the toxicity levels of a set of markets by examining unconsolidated quote data and firm specific trade data. READ MORE