How to evaluate the impact of HFT?

来源: 2012-11-16 13:55:04 [博客] [旧帖] [给我悄悄话] 本文已被阅读:

In the time of automated trading, these high-frequency trading (HFT) account for more than half of daily the trading volume.  With the meaningful accumulation / distrubution by Big Boys hide among the noise of HFT, I am wondering how could a large trading volume day be linked with accumuation / distrubution or with just a spike due to HFT?