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Trading at the speed of light
20
Feb
2015

Congratulations to Austin Gerig and Daniel Fricke for the coverage of their research, as highlighted in a 3-page comment by Mark Buchanan in Nature.

High-speed computerized trading, often called high-frequency trading, has increased dramatically in financial markets over the last decade.  It currently accounts for half of all trading in US and European equity markets, and it is quickly growing in Asian, fixed income, commodity, foreign exchange, and nearly every other market.

You can read more about High-frequency trading prices in financial markets under our research insights

 

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Austin Gerig View profile

Dr Austin Gerig is an International Fellow of the the CABDyN Complexity Centre at Saïd Business School.