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High Frequency Trading: highway to financial hell or economic salvation : a comprehensive review of the High Frequency Trading literature

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Figure

Figure 1: The building stones of an HFT algorithm. The actual hardware and software components are highlighted in blue
Figure 2: The various sources of information used by an HFT. Based on these sources she will decide on how to approach a stock on the stock market
Figure 3: Schematic illustration of how a Market Maker tries to obtain and get rid of her stock inventory [27]
Table 2: Limit Order Book.
+7

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