Commentary: HFT is a net benefit for markets

03/20/2013 | Politico (Washington, D.C.)

Columbia Business School professor Charles M. Jones writes that after analyzing about 30 papers on high-frequency trading, academic arguments support the idea that the strategy benefits the markets. Increased liquidity and decreased transaction costs are just two ways algorithmic trading improves efficiency, Jones writes. Join other industry leaders at this year's SIFMA Tech 2013 to hear about the latest technological developments in the industry.

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Politico (Washington, D.C.)

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