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在经济的不确定性和全球债务危机引发了股票指数的大起大落之时,一些监管机构、机构投资者和首席财务官认为高频交易才是罪魁祸首。事实真是如此吗?自从发生在2010年5月6日影响着美国企业和期货市场的“闪电崩盘”事件发生之后,高频交易——利用大量工具在极短时间内获得极其微小的价格差异的交易应用就一直被高度关注着。一些监管人员认为“闪电崩盘”是由于在期货市场的人为原因造成。为了对
Regulators, institutional investors and chief financial officers think high-frequency trading is the culprit when the stock index is up and down amid economic uncertainty and the global debt crisis. Is that true? Since the “flash crash” event that took place on May 6, 2010 in the US business and futures markets, high-frequency trading has taken place with vast amounts of tools and at extremely low prices Differentiated trading applications have been highly concerned. Some regulators believe that “flash crash” is due to human causes in the futures market. In order to right