Quant Congress Europe: Robotrading doesn't destabilise markets, conference hears
Automated trading not to blame for higher equity volatility during the crisis, says senior quant
Speaking at Risk magazine's Quant Congress Europe in London last week, Kerr Hatrick, head of quantitative product one in Asia for Deutsche Bank, discussed the evolution of the equity market microstructure during and after the financial crisis.
Over the past two years, automated trading – which is tightly linked to high-frequency trading, the practice of executing a large number of trades through algorithms that detect favourable conditions in the market – has attracted criticism from academics
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