High-frequency trading and market transformation: the creation of IEX

Fiore, Ilenia (A.A. 2022/2023) High-frequency trading and market transformation: the creation of IEX. Tesi di Laurea in Financial market analysis, Luiss Guido Carli, relatore Nicola Borri, pp. 76. [Bachelor's Degree Thesis]

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Abstract/Index

The trading scene (before HFT). Types of markets. Types of orders. New markets & trading strategies in the US stock market. Algorithmic trading. Regolation of the US stock market. HFT: infrastructure, strategies and effects. HFT technical characteristics. HFT strategies and new types of orders. How market efficiency is affected. An honest solution to HFT: IEX by bradley Katsuyama. The unplesant discovery. thor mechanism. The creation of IEX. Goldman Sachs: an ethical change. What happened next: IEX nowadays.

References

Bibliografia: pp. 73-74. Sitografia: pp. 75-76.

Thesis Type: Bachelor's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Management (L-18)
Chair: Financial market analysis
Thesis Supervisor: Borri, Nicola
Academic Year: 2022/2023
Session: Summer
Deposited by: Alessandro Perfetti
Date Deposited: 23 Nov 2023 14:13
Last Modified: 23 Nov 2023 14:13
URI: https://tesi.luiss.it/id/eprint/37022

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