BRI - Rapport : High-frequency trading in the foreign exchange market: new report from the Markets Committee
30/09/2011High-frequency trading in the foreign exchange market: new
report from the Markets Committee
The Markets Committee today released a report entitled High-frequency trading in the foreign exchange market. The report was prepared by a Study Group chaired by Guy Debelle, Assistant Governor of the Reserve Bank of Australia.
The report examines the facts about high-frequency trading (HFT) in foreign exchange (FX), including its definition, effect on other market participants, behaviour in normal and stressed times, and key differences compared with HFT in equities. It also identifies areas that may warrant further investigation.
http://www.bis.org/press/p110927.htm
The Markets Committee today released a report entitled High-frequency trading in the foreign exchange market. The report was prepared by a Study Group chaired by Guy Debelle, Assistant Governor of the Reserve Bank of Australia.
The report examines the facts about high-frequency trading (HFT) in foreign exchange (FX), including its definition, effect on other market participants, behaviour in normal and stressed times, and key differences compared with HFT in equities. It also identifies areas that may warrant further investigation.
http://www.bis.org/press/p110927.htm