Academic Scientific JournalsHigh frequency trading and retail investors
Keywords:
handel wysokich częstotliwości, giełda papierów wartościowych, handel algorytmicznyAbstract
In this article the author explores the impact of computerized trading of stocks and other securities on retail investors. He concludes that High Frequency Trading can be seen as a kind of a predatory practices due to latency arbitrage. However, automatization of trading also leads to a significant decrease in costs of trading for institutional as well as retail investors. He also points to two solutions of unequal access to price information.
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