Merci de désactiver le bloqueurs de pub pour visualiser cette vidéo.
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.
Keywords
On the same topic
03 July 2020
The Autorité des Marchés Financiers publishes its Markets and Risk Outlook 2020
The Autorité des Marchés Financiers publishes its Markets and Risk Outlook 2020
02 July 2019
The Autorité des marchés financiers publishes its 2019 markets and risk outlook
The Autorité des marchés financiers publishes its 2019 markets and risk outlook