Dissertation
Financial Analyst

The practice of High-Frequency Trading, that uses powerful computers to analyse markets and buy or sell shares within seconds, has been thought to be responsible for multiple flash-crashes in the US stock market, since Sep 2001. This phenomenon is now becoming increasingly common in the European stock markets. In this dissertation, we try to understand the beginnings of automated trading systems to fully grasp about the processes involved in programmatic trading.

We also aim to represent the evolution and the consequences of High-Frequency Trading over time.

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