PETITJEAN, mikaelVerbist, JeremyJeremyVerbist2017This 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.High Frequency TradingWhat do we know and where do we need to go ?text::thesis::master thesisthesis:11217