The effects of temporary lags in the strategies of high frequency operation in FOREX market
DOI:
https://doi.org/10.29105/rinn16.32-4Keywords:
High Frequency Trading, FOREX, Time delaysAbstract
The aim of this work is to analyze the possible impact of time delays between
the order and the execution of the operations in the FOREX market, made by High
Frequency Trading strategies. This, because the use of such High Frequency Trading
operations is increasing their volume in the financial markets, but their actual effects still
have not been studied enough. To this end, we carried out a high frequency trading
model, with which we simulated time delays, with the purpose to statistically evaluate the
impacts of such anomalies in the final positions of the investments. We found that the
presence of delays amongst the orders and their executions have a significant impact,
which may derivate into losses. Therefore, we concluded that is important to test the
technological infrastructure for High Frequency Trading, before their implementation, in
order to identify possible faults and negative impacts.
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