High Frequency Trading. Economic Necessity or Threat to the Economy?

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The thesis explores the evolution of stock trading over the last 40 years, emphasizing the transition to electronic trading systems driven by technological advancements. It highlights how traders began utilizing computer algorithms to enhance the profitability of their strategies through autonomous trading, significantly reducing the time required for analysis and execution. Additionally, the work delves into High Frequency Trading (HFT), a rapid subset of Algorithmic Trading, where financial instruments are traded at remarkable speeds by algorithms.