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Ticker tape trading
Much information happens to be unwittingly embedded in market data, such as quotes and volumes. By observing a flow of quotes, high-frequency trading machines are capable of extracting information that has not yet crossed the news screens. Since all quote and volume information is public, such strategies are fully compliant with all the applicable laws.
Filter trading is one of the more primitive high-frequency trading strategies that involves monitoring large amounts of stocks for significant or unusual price changes or volume activity. This includes trading on announcements, news, or other event criteria. Software would then generate a buy or sell order depending on the nature of the event being looked for.Event arbitrage
Certain recurring events generate predictable short-term responses in a selected set of securities. High-frequency traders take advantage of such predictability to generate short-term profits.
[edit]Statistical arbitrage
Another set of high-frequency trading strategies are strategies that exploit predictable temporary deviations from stable statistical relationships among securities. Statistical arbitrage at high frequencies is actively used in all liquid securities, including equities, bonds, futures, foreign exchange, etc. Such strategies may also involve classical arbitrage strategies, such as covered interest rate parity in the foreign exchange market, which gives a relationship between the prices of a domestic bond, a bond denominated in a foreign currency, the spot price of the currency, and the price of a forward contract on the currency. High-frequency trading allows similar arbitrages using models of greater complexity involving many more than four securities. The TABB Group estimates that annual aggregate profits of high-frequency arbitrage strategies currently exceed US$21 billion.A separate, "naïve" class of high-frequency trading strategies relies exclusively on ultra-low latency direct market access technology. In these strategies, computer scientists rely on speed to gain minuscule advantages in arbitraging price discrepancies in some particular security trading simultaneously on disparate markets.The effects of algorithmic and high-frequency trading in volatile markets are the subject of ongoing research since regulators claim these practices contributed to volatility in the May 6, 2010 Flash Crash, as discussed later in this section.[9][10][11][12][13][16]
"The fast-growing practice of high-frequency trading, in which traders place vast flurries of securities trades, is speeding up execution times for all investors, making it cheaper to buy or sell and posing no risk to small investors." - Chicago Board Options Exchange[35]
Members of the financial industry claim high-frequency trading substantially improves market liquidity,[7] narrows Bid-offer spread, lowers volatility and makes trading and investing cheaper for other market participants
