Title: Modern Microstructure: From the Flash Crash to High Frequency Trading

Type: PowerPoint Presentation

Uploaded: Fri, February 04, 2011 - 7:11 PM

This presentation focuses on these questions:

• How should Market Quality be measured?
• What is the impact of High Frequency Trading on Market Quality?
• What caused the Flash Crash?
• What was the impact of the Flash Crash?
• What can/needs to be done to prevent another Flash Crash?

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