Blue Point News

High Frequency Trading Explained

May 4, 2014

The national and global market system for securities has changed in recent years, neither by intent nor by design. New technology and the recent for-profit orientation of securities exchanges has led to the rise of a new class of securities market participants who dominate trading volume while profiting from an informational advantage. High-frequency traders are known for their short holding periods which are typically measured in microseconds (one millionth of a second) or up to 30 minutes (long-term). This blinding speed dominates order flows, easily accounting for a billion shares of trading volume per day on the New York Stock Exchange (NYSE).

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