Merci de désactiver le bloqueurs de pub pour visualiser cette vidéo.
Report / study
Analysis of the aggressive behaviour of market participants: do HFTs trade opportunely?
12 March 2019

Analysis of the aggressive behaviour of market participants: do HFTs trade opportunely?

This microstructure study analyses the market participants 'aggressive' orders on the most liquid stocks on Euronext Paris during a 3 months period, from September 2017 to November 2017. The aim of this work is on the one hand to quantify the impact of these orders on price formation, and on the other to estimate the informational advantage of High Frequency Traders compared to the rest of the market.

02 July 2019
The Autorité des marchés financiers publishes its 2019 markets and risk outlook L'Autorité des marchés financiers publie sa cartographie des risques et des marchés 2019
02 July 2019
2019 Markets and Risk Outlook Cartographie 2019 des marchés et des risques
15 February 2019
MiFID II: Impact of the new tick size regime after several months of implementation MIF 2 : Impact du nouveau régime de pas de cotation après plusieurs mois de recul