Not exact matches
High -
frequency traders, using powerful computers to
trade at exceptionally high speeds, now account for up to 60 percent of
daily turnover.
I should note that in general I designed the application for myself and my own style of
trading, which means that some features you might expect are missing: no sector / factor attribution for stock pickers, no attribution stats for credit pickers,
daily -
frequency calculation of things like MAE / MFE (so any intraday
trades will show zero MAE / MFE), and no options - specific analytics.
Daily trading volume, issue size and
frequency of zero -
trading days were all strongly positively correlated, reflecting the ability to
trade.
There was a weaker correlation between the ability to
trade (
daily trading volume, issue size and
frequency of zero -
trading days) and credit spreads for both investment - grade and high - yield markets.
In just a few minutes, investors were given a taste of what could go wrong in today's world where high
frequency trading is responsible for ~ 50 % of all
daily trades.
I personally believe in
trading the
daily chart with low
frequency, meaning I take much fewer
trades than most traders.
If you want to learn more about how I
trade «Low -
Frequency» price action strategies on the
Daily Chart time - frames; check out my price action
trading course and member's community; my
trading philosophy is based on
trading only the highest - quality price action
trade setups, which means less
trades and less stress!
In order to show that higher -
frequency trading does not equate to higher overall profits, let's look at a hypothetical example of a trader who over-
traded on the 4 hr charts during one month versus a trader who
traded less - frequently on the
daily chart for the same month.
There was a weaker correlation between the ability to
trade (
daily trading volume, issue size and
frequency of zero -
trading days) and credit spreads for both investment - grade and high - yield markets.
To determine liquidity risk, the authors used a variety of measures that reflect bond liquidity, including measures related to bid / ask spread, average
daily trading volumes, turnover, issue size, price impact and
frequency of zero -
trading days.