A Background and Chronological Take on High Frequency Trading

Author

Quinn H. Murray, University of Mississippi. Sally McDonnell Barksdale Honors CollegeFollow

Date of Award

2016

Document Type

Undergraduate Thesis

Department

Finance

First Advisor

Bonnie Van Ness

Relational Format

Dissertation/Thesis

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.

Recommended Citation

Murray, Quinn H., "A Background and Chronological Take on High Frequency Trading" (2016). Honors Theses. 1247.
https://egrove.olemiss.edu/hon_thesis/1247

Accessibility Status

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