Блог им. trader_notes |Развивается новый тренд. "HFT-free pools of liquidity"

Раз уж я в прошлом посте заикнулся на тему перспектив ХФТ, то попробую пискануть на эту тему пару строк.

Ранее я уже писал про нерегулируемые риски и приводил ссылку на решение европекйских регуляторов.
А вот вам ещё одна весьма интересная ссылка. И это кстати не первый материал подобного рода. 
Выдержки:

«Liquidnet, which provides trading platforms for institutional investors, has said it is in talks to sign new partnerships with „most European exchanges“ as bourses are „looking to create [high-frequency trading]-free pools of liquidity.“

...

»We are HFT-free and provide access to the largest pool of institutional liquidity money. We are in active talks with most major exchange groups in Europe and hope to have new partnerships signed soon, but these agreements take time." 

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Блог им. trader_notes |Неуправляемые риски ХФТ

Вот они:

Если в двух словах- европарламент проголосовал за то что бы ограничивать время удержания любой заявки минимумом в 500 мс. 
Такая же уравниловка теоретически может произойти в любой другой стране, и/или бирже мира в любой момент. 

Strasbourg — Members of the European Parliament voted for requiring high freqency traders to ensure their orders are valid for at least 500 milliseconds, the legislative body said on its website.
The vote marks the start of a long process before this and other approved measures become law. The European Parliament will now work with the Council of Ministers and the European Commission — under a process known as trialogue — to agree on the final political text that will guide rule-making under MiFID II.
Kay Swinburne, a member of the parliament's monetary committee, had said on Tuesday thatshe would vote against the measure but she had predicted she would be in the minority. She said there were many opportunities for different views to be taken into account before this ever became part of the ultimate legislation.

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....все тэги
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