The thesis analyses high frequency trading, specifically its main characteristics, which make it different from algorithmic trading. Furthermore, the thesis looks closer into major risks, which are new to market, and their impact on market quality and other investors. The next chapter is dedicated to trading strategies, which are typical for high frequency trading. In conclusion, there is discussed the impact on the market quality caused by high frequency trading, namely in terms of liquidity, volatility and price discovery.
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:359578 |
| Date | January 2017 |
| Creators | Haushalterová, Gabriela |
| Contributors | Brůna, Karel, Pour, Jiří |
| Publisher | Vysoká škola ekonomická v Praze |
| Source Sets | Czech ETDs |
| Language | Czech |
| Detected Language | English |
| Type | info:eu-repo/semantics/masterThesis |
| Rights | info:eu-repo/semantics/restrictedAccess |
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