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What is Algorithmic Trading Impact on Forex Market about?

This document summarizes a research paper that analyzes the impact of algorithmic trading on price discovery and volatility in the foreign exchange market. The paper uses novel data from 2006-2007 representing a majority of global interdealer trading in three major currency pairs. The data identifies the size and direction of computer-generated and human-generated trades each minute. The analysis finds that algorithmic trades tend to be more correlated, suggesting trading strategies are less diverse than

Author

smysona

Language

EN