$1867.50 over a 38.1minute time interval. This potential gain is possible provided the minimum reserve account be satisfied … to allow a total of 90 trades in a time frame of approximately ½ hour. In addition, this report will illustrate the … this time, the design produced $64.49 over this same 38.11minute time interval of interest – see Real Event Log …

the recent volatile time period, 2020-2022, and especially the unexpected market roller coaster of 2022, to see how our …

following periods of high short-term volatility or periods of extreme stock movement. We define HFT as a subclass of proprietary … with the theory that fast traders leave the market when stress situations arise, although their limit order supplying … behaviour becomes neutral when short-term volatility is more informational than transactional. The agency algorithmic traders …

-post and ex-ante types), of cancellation fees and of transaction taxes on asset price volatility and on the occurrence and … duration of flash crashes. In the model, low-frequency agents adopt trading rules based on chronological time and can switch … volatility and the frequency of flash crashes. However, these policies also imply a longer duration of flash crashes. Furthermore …

of 200 milliseconds is enough to lower performance significantly. On low volatility days this is already the case for … delays larger than 50 milliseconds. In addition, the importance of speed for trading rule performance increases over time …