FNEGE MEDIAS

Algorithmic trading, what if it is just an illusion?


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We experimentally investigate whether and how the potential presence of algorithmic trading (AT) in human-only asset markets can influence humans’ price forecasts, trading activities and price dynamics. Two trading strategies commonly employed by high-frequency traders, spoofing (SP) – associated with market manipulation – and market making (MM) – seen as liquidity provision – are considered.
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FNEGE MEDIASBy FNEGE MEDIAS