Aktiesnakken — August 2011
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As of 2009, HFT firms account for 73% of all US equity trading volume.[
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In 2006 at the London Stock Exchange, over 40% of all orders were entered by algo traders, with 60% predicted for 2007. American markets and European markets generally have a higher proportion of algo trades than other markets, and estimates for 2008 range as high as an 80% proportion in some markets. Foreign exchange markets also have active algo trading (about 25% of orders in 2006).[6] Futures and options markets are considered to be fairly easily integrated into algorithmic trading,[7] with
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with about 20% of options volume expected to be computer generated by 2010.[8] Bond markets are moving toward more access to algorithmic traders
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Algorithmic and HFT have been the subject of much public debate since the U.S. Securities and Exchange Commission and the Commodity Futures Trading Commission implicated them in the May 6, 2010 Flash Crash,[11][12][13][14][15][16][17][18] when the Dow Jones Industrial Average suffered its second largest intraday point swing ever to that date, though prices quickly recovered.
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A July, 2011 report by the International Organization of Securities Commissions (IOSCO), an international body of securities regulators, concluded that while "algorithms and HFT technology have been used by market participants to manage their trading and risk, their usage was also clearly a contributing factor in the flash crash event of May 6, 2010.
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hvis politikerne vedtager beskatning af transaktionerne så kan det være ligningen bliver anderledes
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men det er rystende at de står for 75% af al handel allerede!
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I DK dog ikke så meget
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ja en transaktionsafgift vil gøre high frequency trading mindre profitabel
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