High Frequency Trading of Brent Crude Price

Author(s)

Thian Cheng Lim , Zhengjiang Hu ,

Download Full PDF Pages: 14-18 | Views: 412 | Downloads: 121 | DOI: 10.5281/zenodo.3413505

Volume 2 - August 2013 (08)

Abstract

A review of high-frequency and pair trading on Brent crude oil is performed, followed by a proposal of empirical study. The oil market is faced with high levels of which makes it appropriate for this investigation. The objective is to investigate the literature on both high-frequency and pair trading and confirmed its predictive power as an investment tool. Our findings showed that although high-frequency trading had increased in the stock market but they are not significant in other commodity markets, due to its higher liquidity requirements.

Keywords

High Frequency Trading, Brent Crude Price

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