This ‘High Frequency Trading – Measurement, Detection and Response’ report from Credit Suisse, published back in December 2012 is getting renewed interest after the concerns raised over high-frequency traders potentially getting hold of the FOMC announcement milliseconds before the rest of the market
It makes for very interesting reading, especially on a slow day such as this.
I’m pretty sure I’ve linked to it before, but here it is again:
High Frequency Trading – Measurement, Detection and Response (its a 1mb PDF)
