A study on high-frequency trading, technology and regulations in India

Rajan Lakshmi and Vedala Naga Sailaja

International Journal of Financial Services Management, 2021, vol. 11, issue 1, 45-49

Abstract: Algorithmic trading is a technology innovation of securities trading system. Innovation and development have been the main thrusts behind financialisation over the globe. One such innovative appearance, in the interest of limiting the risk and boosting the arrival and with the end goal to cling to the budgetary segment changes, is Algorithmic Trading (AT). In spite of the fact that AT is being utilised widely over the world, there is an absence of scholastic research on the proof of AT in the majority of the business sectors. The absence of proof stems from the equivocalness in meanings of AT and High-Frequency Trading (HFT) and their use reciprocally. The absence of proof likewise obstructs the comprehension and understanding of the effect of consistently expanding exceptional development in the speed of money related exchanges on the social hardware of worldwide economies. We exploit the reasonable definition and recognisable proof of AT in the Indian value market to give proof of AT and translating it as the exchange speed component of financialisation. This paper gives some facts in HFT technology and recent regulations given by our regulatory system SEBI. And this paper attempts to analyse their problems and also recommend changes.

Keywords: high-frequency trading; Sebi regulations; technological innovations; co-location; market volatility. (search for similar items in EconPapers)
Date: 2021
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