Comments on: High Frequency Trading: Order Latency Stats http://www.aleablog.com/high-frequency-trading-order-latency-stats/ Alea Jacta Est Mon, 12 Jul 2010 20:04:31 +0000 hourly 1 http://wordpress.org/?v=3.0 By: anon http://www.aleablog.com/high-frequency-trading-order-latency-stats/#comment-3310 anon Tue, 07 Jul 2009 17:22:50 +0000 http://www.aleablog.com/?p=3967#comment-3310 "It has also taken part in improving market quality, as defined by increased liquidity and tighter spreads" i never understood why that is a meaningful goal. So instead of trading a measly 20 million shares of microsoft per day, we can now trade up to 100's of millions! high frequency trading is just another mechanism to help people miss the forest for the trees. “It has also taken part in improving market quality, as defined by increased liquidity and tighter spreads”

i never understood why that is a meaningful goal. So instead of trading a measly 20 million shares of microsoft per day, we can now trade up to 100′s of millions! high frequency trading is just another mechanism to help people miss the forest for the trees.

]]>