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Foresight: the future of computer trading in financial markets: final project report

Beddington, John and Furse, Clara and Bond, Philip and Cliff, Dave and Goodhart, Charles and Houstoun, Kevin and Linton, Oliver and Zigrand, Jean-Pierre (2012) Foresight: the future of computer trading in financial markets: final project report. The London School of Economics and Political Science, Systemic Risk Centre, London, UK.

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Abstract

SRC researchers were involved in a study that explores how computer generated trading in financial markets will evolve over the next 10 years. The project was led by the Government Office for Science. Advances in technology are transforming how our financial markets operate. The volume of financial products traded through computer automated trading taking place at high speed and with little human involvement has increased dramatically in the past few years. Today, over one-third of UK equity trading volume is generated through high frequency automated computer trading while in the US this figure is closer to three-quarters. This project examined the technological advances which have transformed market structures in recent years and explored how computer trading will evolve over the next 10 years.

Item Type: Monograph (Report)
Official URL: http://www.systemicrisk.ac.uk/
Additional Information: © Open Government Licence v3.0
Subjects: H Social Sciences > HF Commerce
H Social Sciences > HG Finance
Sets: Departments > Finance
Research centres and groups > Systemic Risk Centre
Research centres and groups > Financial Markets Group (FMG)
Date Deposited: 02 Jun 2015 09:31
Last Modified: 28 Mar 2017 14:37
Funders: Economic and Social Research Council
URI: http://eprints.lse.ac.uk/id/eprint/62157

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