Friday, 29 April 2011

Week 6 Update

Met with an investment bank employee and discussed the possibility of doing my research thesis on the effect of  algorithmic trading on market volatility. He stressed the Flash Market Crash as a good example of how algorithmic trading is bad for market volatility. I thought the paper regarding Algorithmic Trading and Information written by Hendershott provided a good contrast with this and presented an opportunity to explore further.

Wrote up my research thesis proposal based on this.

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