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Report / study
Study of the behaviour of high-frequency traders on Euronext Paris
26 January 2017

Study of the behaviour of high-frequency traders on Euronext Paris

This study presents a descriptive summary of the trading behaviour of High Frequency Traders and liquidity providers on the most liquid stocks on Euronext Paris during a 9 months' time period from November 2015 to August 2016. The objective of the work carried out by the AMF is to analyse the liquidity provision, liquidity consumption and presence in the order book of High Frequency Traders and to study their behaviour during highly stressed periods such macro-economic announcements.

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
12 March 2019
Analysis of the aggressive behaviour of market participants: do HFTs trade opportunely? Comportement agressif des participants de marché : les HFT traitent-ils au moment opportun ?