Can slower financial traders find a haven in a world of high-speed algorithms?
- Written by Michael Wellman, Professor of Computer Science & Engineering, University of Michigan
It sounds like a scene from “Jurassic World”: fast, agile predators pursue their slower, less nimble prey, as the latter flee for safer pastures. Yet this ecology framework turns out to be an apt analogy for today’s financial markets, in which ultra-fast traders vie for profits against less speedy counterparts.
In fact, the...
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