Proceedings of the 2022 2nd International Conference on Business Administration and Data Science (BADS 2022)

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Comprehensive Delineation of Algorithmic High-Frequency Trading

Authors
Shihui Meng1, Zhongzheng Wang2, *, Zicheng Tang3
1Fuyuan British American School, Shenzhen, 518053, China
2School of Finance, Southwestern University of Finance and Economy, 611130, Sichuan, Chengdu, China
3Guanghua Qidi College, Shanghai, 200082, China
*Corresponding author. Email: lauvcrawley@swufe.edu.cn
Corresponding Author
Zhongzheng Wang
Available Online 29 December 2022.
DOI
10.2991/978-94-6463-102-9_126How to use a DOI?
Keywords
high-frequency trading; liquidity; volatility; market-making; arbitrage; directional trading; algorithmic trading
Abstract

This paper reviews past research on high-frequency trading (HFT) and analyzes the impact of HFT on market players. The development prospect of HFT is evaluated considering the relevant regulatory measures. In light of the economic proliferation, HFT has stationed a matured stage through the coordinating regulatory supervisors and sophistication of rapid-changing technology. From the perspective of macroeconomic structure, despite noticing certain downsides, HFT altered the main features and further enhanced the comprehensive quality of the market. With the implementation of appropriate, much more complicated regulations over ambiguous places, HFT will benefit the market and vitalize the economy in the foreseeable future.

Copyright
© 2023 The Author(s)
Open Access
Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

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Volume Title
Proceedings of the 2022 2nd International Conference on Business Administration and Data Science (BADS 2022)
Series
Atlantis Highlights in Computer Sciences
Publication Date
29 December 2022
ISBN
10.2991/978-94-6463-102-9_126
ISSN
2589-4900
DOI
10.2991/978-94-6463-102-9_126How to use a DOI?
Copyright
© 2023 The Author(s)
Open Access
Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

Cite this article

risenwbib
TY  - CONF
AU  - Shihui Meng
AU  - Zhongzheng Wang
AU  - Zicheng Tang
PY  - 2022
DA  - 2022/12/29
TI  - Comprehensive Delineation of Algorithmic High-Frequency Trading
BT  - Proceedings of the 2022 2nd International Conference on Business Administration and Data Science (BADS 2022)
PB  - Atlantis Press
SP  - 1221
EP  - 1231
SN  - 2589-4900
UR  - https://doi.org/10.2991/978-94-6463-102-9_126
DO  - 10.2991/978-94-6463-102-9_126
ID  - Meng2022
ER  -