High Frequency Trading Increasing Stock Correlation?

July 13th, 2010 by Belisarius

Interesting paper on HFT :

via FT Alphaville: Quant-ifying the HFT effect in stock movements.

via Zero Hedge: Scientific Proof That High Frequency Trading Induces Adverse Changes In Market Microstructure And Dynamics, And Puts Market Fairness Under Question.

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