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Liquidity is crucial for successful financial markets. It ensures that all investors are able to buy and sell assets quickly at a fair price. High Frequency Traders (HFTs) utilize sophisticated algorithms operating with extreme speed and are frequently cited as liquidity providers. The objective of this paper is to investigate the liquidity provision of a number of HFTs to determine their effects on aggregate marketplace liquidity. We consider a large data set collected from the Australian Securities Exchange throughout 2013, providing a near complete picture of all trading activity.