There is no doubt that 2011 has been the year of high frequency
trading, the practise of using computers to analyse real time
market information such as stock prices to implement proprietary
trading activity in milliseconds. According to a recent study
carried out by the Bank of England, high frequency trading's share
of the UK equity market has grown considerably since 2005 rising
from a tiny portion of the UK equity market to now represent over
35 per cent. In the current economic climate, high frequency
trading must seem attractive with its ability to deliver lower
margins of relative profit.
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