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Giancarlo Corsetti - "Fast Trading and the Virtue of Entropy" VOXeu

last modified Aug 14, 2019 02:26 PM

Professor Giancarlo Corsetti, Romain Lafarguette and Arnaud Mehl have published an article for VOXeu titled "Fast Trading and the Virtue of Entropy". This column argues that high-frequency trading can increase market efficiency and the quality of trade.