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What do we know and where do we need to go ?

Verbist, Jeremy
(2017)

Files

Verbist_11561300_2017_Annexe1.pdf
  • UCLouvain restricted access
  • Adobe PDF
  • 2.08 MB
Verbist_11561300_2017.pdf
  • UCLouvain restricted access
  • Adobe PDF
  • 3.01 MB

Details

Supervisors
PETITJEAN, mikael
Faculty
Louvain School of Management
Degree label
Master [120] en sciences de gestion
Abstract
This thesis is the result of many months of thinking, questioning, networking, and interviewing different parties involved to the HFT market. I was drawn to HFT by my personal discovery that the financial markets were not playing with the same old rules of trading. In this way, this thesis project is aimed at answering the following question “What do we know and where do we go?” In order to get a clear idea, the case of Sarao from 2010 will be the starting point to our analysis.