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European markets' choice: Cut milliseconds or die
Reuters ^ | 12/02/09 | Jane Baird

Posted on 12/02/2009 1:09:24 AM PST by TigerLikesRooster

European markets' choice: Cut milliseconds or die

Wed Dec 2, 2009 1:24am EST

By Jane Baird

LONDON (Reuters) - Increasing demand for instantaneous trading is driving Europe's stock exchanges and other equities markets to spend heavily on technology to stay competitive -- and not all of the 33 players will survive.

Small venues that cannot attract enough liquidity or afford to keep up with rivals are likely to fall by the wayside or become niche venues dedicated to specialized domestic markets.

"In the end, you are going to see three or four major execution venues account for close to 80 percent of all pan-European trading," said Sang Lee, managing partner specializing in market structure at consultants Aite Group.

In Europe over the past 12 to 18 months, high-frequency trading has grown to account for an estimated 35 to 45 percent of all equity trades at the biggest venues.

High-frequency traders use algorithmic, or automated, trading to seize on pricing anomalies, trends or events and execute trades instantly. The programs make many thousands of trades in a day, each of a modest size in a liquid stock to capture the intended price.

"The ability of high-frequency traders as a group to exercise buyer power and shape market infrastructure is massive," said Instinet Europe Chief Executive Richard Balarkas.

(Excerpt) Read more at reuters.com ...


TOPICS: Business/Economy; Extended News; News/Current Events
KEYWORDS: europe; highfrequency; trading

1 posted on 12/02/2009 1:09:27 AM PST by TigerLikesRooster
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To: TigerLikesRooster; PAR35; AndyJackson; Thane_Banquo; nicksaunt; MadLibDisease; happygrl; ...

Ping!


2 posted on 12/02/2009 1:10:02 AM PST by TigerLikesRooster (LUV DIC -- L,U,V-shaped recession, Depression, Inflation, Collapse)
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To: TigerLikesRooster
Which means things can get seriously out of hand faster than any human can oversee...

Seems like a lot of opportunity for sudden disaster.

3 posted on 12/02/2009 1:48:25 AM PST by DB
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To: TigerLikesRooster

Joe Sixpack has to pay at least 5$ to make a trade. How much are the high frequency traders paying? I know they have cut out the middlemen but they still have to pay something. They are skimming money....it’s like a hidden tax on everyone else

Best I can tell is-— if I buy 100 shares of X I will pay a bit more (lets say two dollars) due to their front running and other tactics


4 posted on 12/02/2009 1:52:31 AM PST by dennisw
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To: DB
It is a serious mistake to let the financial system become less and less stable, ever more sensitive to small unexpected disruptions. This will have unfortunate effect of increasing the leverage of rogue players in the world. One hissy fit from Iran or N. Korea could crash the market, and create more incentive to appease them.

Not only that, it also discourage any action to tackle some fundamental problems, which can create short-to-mid term disruptions in the market.

The farce continues: be calm. Be happy. Ignore problems. Keep the financial indices high.:-)

5 posted on 12/02/2009 2:02:38 AM PST by TigerLikesRooster (LUV DIC -- L,U,V-shaped recession, Depression, Inflation, Collapse)
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