Statements (51)
Predicate | Object |
---|---|
gptkbp:instanceOf |
trading strategy
|
gptkbp:aimsTo |
profit from small price discrepancies
|
gptkbp:associatedWith |
layering
spoofing quote stuffing |
gptkbp:became_prominent_in |
2000s
|
gptkbp:book |
gptkb:Flash_Boys
|
gptkbp:cause |
market fragmentation
order flow toxicity |
gptkbp:characterizedBy |
high order volumes
very short holding periods |
gptkbp:criticizedFor |
market manipulation
lack of transparency flash crashes |
gptkbp:debatedBy |
gptkb:legislation
|
gptkbp:defended_for |
narrowing bid-ask spreads
providing liquidity |
gptkbp:enabled_by |
technological advancements
electronic trading platforms |
gptkbp:field |
finance
algorithmic trading |
https://www.w3.org/2000/01/rdf-schema#label |
High-Frequency Trading
|
gptkbp:impact |
market volatility
price discovery |
gptkbp:monitors |
regulatory agencies
|
gptkbp:participants |
hedge funds
investment banks proprietary trading firms |
gptkbp:regulates |
gptkb:SEC
gptkb:European_Securities_and_Markets_Authority gptkb:MiFID_II_in_Europe Reg NMS in the US |
gptkbp:relatedTo |
market making
statistical arbitrage latency arbitrage |
gptkbp:relies_on |
low latency
co-location services |
gptkbp:subject_of_academic_research |
market microstructure
systemic risk market efficiency |
gptkbp:subject_of_investigation |
gptkb:2010_Flash_Crash
market fairness |
gptkbp:uses |
gptkb:machine_learning
statistical models real-time data analysis computer algorithms direct market access high-speed data networks proprietary trading algorithms |
gptkbp:bfsParent |
gptkb:Order_Book
|
gptkbp:bfsLayer |
5
|