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The cost of #HFT - new charts showing growth of quotes vs trades since 2000 http://t.co/YYI2XNpGf1
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Scooped by Ellie Kesselman Wells |
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Now versus 1999: 100 times as many quotes, same trading volume
Chronology: Reg NMS - January 2006
Advent of high frequency trading - March 2006