Research and analysis

Computer trading: information and profits

Report looking at sources of information and profits in high frequency trading.

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

Documents

High frequency trading, information, and profits (DR10)

Ref: BIS/11/1241

PDF, 237 KB, 16 pages

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Details

This paper sets out the different types of short term information used by high frequency traders and discusses the various sources of their profits. It considers the implications of these results and possible changes in market structure over the next 10 years.

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

Published 8 September 2011