A Background and Chronological Take on High Frequency Trading

Murray, Quinn H. (2016) A Background and Chronological Take on High Frequency Trading. Undergraduate thesis, under the direction of Bonnie Van Ness from Finance, University of Mississippi.

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Abstract

The purpose of this thesis is to analyze, in context of high frequency trading, potential market manipulation techniques (i.e. market making arbitrage, statistical arbitrage, market structure arbitrage, and directional strategies), and to review the subject from a chronological perspective from the 1960s onward, covering topics not limited to Regulation National Market System, the flash crash of May 6, 2010, and the August 24, 2015 market crash. To date, high frequency trading’s effects on the United States market place have been well documented. This thesis will speculate about the true nature—whether adverse or beneficial-- of this fascinating, evolutionary, highly scrutinized topic.

Item Type: Thesis (Undergraduate)
Creators: Murray, Quinn H.
Student's Degree Program(s): B.B.A. in Managerial Finance, Banking and Finance, and Risk Management and Insurance
Thesis Advisor: Bonnie Van Ness
Thesis Advisor's Department: Finance
Institution: University of Mississippi
Subjects: H Social Sciences > HF Commerce
H Social Sciences > HG Finance
H Social Sciences > HJ Public Finance
Depositing User: Quinn Murray
Date Deposited: 12 May 2016 18:15
Last Modified: 12 May 2016 18:15
URI: http://thesis.honors.olemiss.edu/id/eprint/501

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