Catalog
#algorithmic-trading
2 entries tagged “algorithmic-trading”
M004
85%
Liquidity Illusion
“Markets are always liquid enough to exit positions at reasonable prices.”
+1000%normal bid-ask spread-90%order book depth during stress
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M014
85%
Algorithmic Trading Herding
“Algorithmic trading provides market efficiency and better price discovery.”
Improvedaverage bid-ask spread+500%flash crash frequency
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