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Introduction

High-frequency trading (HFT) has become a prevalent practice in financial markets, with the use of powerful computers to execute trades at lightning-fast speeds. This phenomenon has sparked considerable debate on its impact on market quality. Market quality refers to the attributes of a financial market that affect the efficiency, liquidity, and overall fairness of the market.

Background of study

HFT has been a subject of interest for researchers as it has the potential to significantly impact market quality. With the advent of new technologies and trading strategies, HFT has emerged as a dominant force in global financial markets.

Problem Statement

Despite the widespread adoption of HFT, there is still a lack of consensus on its impact on market quality. Some argue that HFT enhances market liquidity and efficiency, while others contend that it exacerbates market volatility and increases the risk of market manipulation.

Objective of study

This thesis aims to explore the relationship between high-frequency trading and market quality. Specifically, it seeks to examine the impact of HFT on market liquidity, price discovery, volatility, and market integrity.

Limitation of study

It is important to note that this study is limited in its scope and may not capture all aspects of the complex relationship between HFT and market quality.

Scope of study

This study will focus on equity markets, specifically the impact of HFT on stock trading. Other asset classes such as commodities, currencies, and fixed income securities will not be covered in this study.

Significance of study

Understanding the impact of HFT on market quality is crucial for policymakers, regulators, and market participants to make informed decisions about the regulation and oversight of high-frequency trading.

Structure of the Thesis

Chapter one will provide an introduction to the topic, background of the study, problem statement, objectives, limitations, scope, significance, and structure of the thesis. Chapter two will review the existing literature on HFT and market quality. Chapter three will discuss the research methodology used in this study. Chapter four will present the findings of the study. Chapter five will provide a conclusion and summary of the thesis.

Definition of terms

– High-frequency trading
– Market quality
– Liquidity
– Efficiency
– Price discovery
– Volatility
– Market integrity

Thesis Overview:

High-frequency trading (HFT) has gained significant attention in recent years due to its impact on financial markets. This thesis aims to investigate the relationship between HFT and market quality, focusing specifically on equity markets. Chapter one provides an introduction to the topic, outlining the background, problem statement, objectives, limitations, scope, significance, and structure of the thesis. Chapter two conducts a thorough literature review on the existing research surrounding HFT and market quality. Chapter three details the research methodology employed in this study, including data collection and analysis techniques. Chapter four presents the findings of the study, discussing the impact of HFT on market liquidity, price discovery, volatility, and integrity. Finally, chapter five offers a conclusion and summary of the project, highlighting the key findings and implications for policymakers and market participants.

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