High Frequency | Winners and Losers by Chord

May 6, 2014
By

(This article was first published on Timely Portfolio, and kindly contributed to R-bloggers)

I admit it looks like I am the only person in the world who has not read Michael Lewis’  Flash Boys. I was more attracted to this fine paper with slightly fewer views than Flash Boys. Baron, Matthew and Brogaard, Jonathan and Kirilenko, Andrei A.,Risk and Return in High Frequency TradingMay 5, 2014Available at SSRN: http://ssrn.com/abstract=2433118 The paper offers an incredible view of the

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