High Frequency Trading: an overview

dc.contributor.advisorTFEGonzález Urteaga, Ana
dc.contributor.affiliationFacultad de Ciencias Económicas y Empresarialeses_ES
dc.contributor.affiliationEkonomia eta Enpresa Zientzien Fakultateaeu
dc.contributor.authorBarrutiabengoa Ortubai, Joxe Maria
dc.date.accessioned2019-08-07T12:48:01Z
dc.date.available2019-08-07T12:48:01Z
dc.date.issued2019
dc.date.updated2019-08-05T06:47:55Z
dc.description.abstractHigh Frequency Trading has been a recurring theme in financial debates. Fuelled by a considerable increase in worldwide trading volume and the sudden appearance of flash crashes, these trading strategies have drawn tremendous public attention in recent years. However, in order to form a well-founded opinion on the topic, and to be able to understand the consequences that ultra-fast trading provokes in financial markets, a deep research on the topic is necessary. Is not unusual to find inaccurate or bias opinions on the subject in the media or among several market participants, that lack any theoretical or empirical basis. In other words, the academic research on High Frequency Trading, and its consequences in financial markets, is limited and usually ignored. In consequence, the aim of this paper is to provide an up to date overview on High Frequency Trading, including definitions, key concepts, historical background, strategies, and its positive and negative consequences. Furthermore, by analysing certain proposed solutions to regulate or monitor ultra-fast trading activity, the paper contributes to the ongoing discussion on the subject, evaluating which could be the pros and the cons of each alternative, and which is their effectiveness in mitigating the problems that High Frequency Trading induces in financial markets. Hopefully, after reading this paper, the reader will have a more accurate insight on the topic.en
dc.description.degreeGraduado o Graduada Internacional en Administración y Dirección de Empresas / Graduado o Graduada Internacional en Economía por la Universidad Pública de Navarraes_ES
dc.description.degreeEnpresen Administrazio eta Zuzendaritzan Nazioarteko Graduatua / Ekonomian Nazioarteko Graduatua Nafarroako Unibertsitate Publikoaneu
dc.format.mimetypeapplication/pdfen
dc.identifier.urihttps://academica-e.unavarra.es/handle/2454/34031
dc.language.isoengen
dc.rights.accessRightsinfo:eu-repo/semantics/openAccess
dc.subjectHigh-Frequency Tradingen
dc.subjectAlgorithmic tradingen
dc.subjectLatencyen
dc.subjectTrading strategiesen
dc.subjectFrequent batch auctionsen
dc.titleHigh Frequency Trading: an overviewen
dc.typeinfo:eu-repo/semantics/bachelorThesis
dspace.entity.typePublication
relation.isAdvisorTFEOfPublication095d724d-61c5-408c-b091-6ea37e9beb6b
relation.isAdvisorTFEOfPublication.latestForDiscovery095d724d-61c5-408c-b091-6ea37e9beb6b

Files

Original bundle
Now showing 1 - 1 of 1
Loading...
Thumbnail Image
Name:
Memoria_TFG1_Barrutiabengoa_Joxe Mari.pdf
Size:
980.52 KB
Format:
Adobe Portable Document Format
License bundle
Now showing 1 - 1 of 1
No Thumbnail Available
Name:
license.txt
Size:
1.78 KB
Format:
Item-specific license agreed to upon submission
Description: