Re:Staff Report on Algorithmic Trading in U.S. Capital Marke...
by pydry on Wednesday September 02, 2020 @08:56PM
(#24359863)
>That's interesting, and goes against the conventional wisdom that markets driven by automated, high-frequency trading will be much more volatile.
Only if you ignore the word "normal". Otherwise it's what people have been saying for years - HFT reduces volatility when the seas are calm and amplifies it when they're choppy.
Only if you ignore the word "normal". Otherwise it's what people have been saying for years - HFT reduces volatility when the seas are calm and amplifies it when they're choppy.