Re:How the Robots Lost: High-Frequency Trading's Rise and Fall
by ott2 on Thursday June 06, 2013 @10:28AM
(#5832605)
The second main point: with declining volatility, there is less space for HFT strategies to profit.
What I didn't see in the article was an explicit discussion of transaction costs. Transaction tax would increase those costs, but was part of the decline because transaction costs have already gone up?
What I didn't see in the article was an explicit discussion of transaction costs. Transaction tax would increase those costs, but was part of the decline because transaction costs have already gone up?