High Frequency Trading – What’s broken and how to fix it

“In previous posts, I discussed the basic mechanics and social utility of high frequency trading. Of particular import is that I characterized the latency arms race as socially wasteful. Now I’ll discuss a policy proposal which might mitigate the harmful effects of the race for latency, while giving better prices to speculators…”

http://www.chrisstucchio.com/blog/2012/hft_whats_broken.html

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