How to evaluate the impact of HFT?

来源: Just_soso 于 2012-11-16 13:55:04 [] [博客] [旧帖] [给我悄悄话] 阅读数 : (360 bytes)
回答: 谈谈股市中的成交金额 由 FreeTrader 于 2012-11-15 16:25:32

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?  

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