Swap regulations hold key to future of OTC algorithmic trading


The growth of algorithmic and high-frequency trading (HFT) in the past decade has been accompanied by a rising tide of anger and fear, which reached its high-water mark in the months following the so-called flash crash in US equity markets on May 6, 2010. In theory, algorithms provide greater efficiency to end-users, by linking fragmented trading venues, bolstering liquidity and delivering better prices. In practice, critics claim that when the algos are deployed by HFT firms, the opposite is tr

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: