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High Frequency Trading « What do we know and where do we need to go ? »

Verbist, Jeremy
(2018)

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Verbist_11561300_2018.pdf
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Verbist_11561300_2018_Annexes.pdf
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Details

Supervisors
Petitjean, Mikael
Faculty
Louvain School of Management
Degree label
Master [120] en sciences de gestion
Abstract
On May 6, 2010, a trader called Navinder Singh Sarao was arrested because of his contribution to the Mini Flash Crash (or Flash Equity Failures) that took place on that date on the U.S. financial market. It was one of the biggest flash crashes ever to be recorded in history and caused nearly 1 trillion dollars of value being evaporated from the U.S. stock market in just a few minutes. After this event, High Frequency Trading (HFT) gained a massive public attention and a lot of interest from different market participants. In this way, this thesis project is aimed at answering the following question “What do we know about High Frequency Trading and where do we go?”