Research and analysis

Computer trading: price efficiency

Report examining high frequency trading and price efficiency.

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

Documents

High frequency trading and price efficiency (DR12)

Ref: BIS/11/1231

PDF, 278 KB, 20 pages

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Details

This report considers how greater investment in computing and communications technologies effect high-frequency trading (HFT) and price efficiency.

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

Published 8 September 2011