This article describes a simple test to assess the feasibility of high-frequency “pump-and-dump” arbitrage. Using the tick data for Eurex Eurobund futures for 2009-2010 period, the article shows practical implementation of the test. The Eurobund futures data does not support feasibility of highfrequency pump-and-dump. The data instead shows that Eurobund futures are resilient to large trade sizes, a welcome feature for large institutional investors concerned about quality of execution of their orders in the presence of high frequency traders.
5 hours ago - PR Newswire: Banking & Financial Services
This quarterly earnings release should be read in conjunction with our unaudited second quarter 2012 Report to Shareholders for the three and six months ended April 30, 2012...
Singapore Exchange (SGX) and UOB Bullion and Futures Limited (UOBBF) today announced that they are setting up a new Professional Traders Development Centre to grow and strengt...
With effect from 1 September, Oslo Børs will introduce a fee that will affect unnecessarily high order activity in the stock market. The purpose of the fee is to disc...
6 hours ago - PR Newswire: Banking & Financial Services
All amounts are in Canadian dollars and are based on our unaudited Interim Condensed Consolidated Financial Statements for the quarter ended April 30, 2012 and related notes...
