High-frequency trading: how great is the need for speed?

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The growing availability of tick-by-tick market data from a variety of liquid markets has prompted one influential economist to preach the virtues of incorporating high-frequency data into risk systems to improve their performance. But risk managers at banks are unconvinced; they say there is no benefit in this approach.

Does it really add value? Is it really worth the investment? Why haven’t people made a billion dollars with it yet? Last month’s audience at the Irving Fisher Committee

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