Commentary: HFT research disagrees with evidence

08/18/2011 | Atlantic online, The

Daniel Indiviglio examines the strategy of high-frequency trading, which is often blamed for wild swings in the market, including those last week. A study says that high-frequency trading is not to blame for the volatility, but evidence suggests otherwise, Indiviglio writes. Get the latest on the changing landscape of U.S. securities markets - register today to attend SIFMA's 12th Annual Market Structure Conference.

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Atlantic online, The

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