High Frequency Trading Literature Review

Our first assignment in Research Studio Algorithms was to research and summarize relevant research pertaining to our topics. I had been reading a few papers about High Frequency Trading over break, but took this as an opportunity to delve more deeply into the topic. My sources are a combination of academic papers in finance, economics, math, physics, law, as well as news articles, and general books on the topic.

For a more in depth description on High Frequency Trading and the qualities I will be looking into, download my Literature Review here.