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The Financial Supervisory Authority denies that robo trading is behind market volatility. Photo: OMX

Robo trading not behind stock market volatility

Economy | 2012-02-21
The controversial robo trading of stocks, also called algorithmic trading or automated trading, do not contribute significantly to increased volatility on the stock market. This the Swedish Financial Supervisory Authority has concluded in an investigation.


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“In normal market conditions, I do not think high-frequency trading have a direct negative impact on volatility. During stressful situations, studies show that it may be the case,” says investigator Niklas Johansson to public radio SR.

What Financial Supervisory Authority has looked at is high-frequency trading, where very sophisticated computers are used to do a large number of trades, sometimes for only a fraction of a second.

But this type of trading is of great concern among market participants. The Financial Supervisory Authority has sent out a questionnaire to a number of major banks and securities companies and also to major investors such as pension funds. Among the respondents is there a real concern that high-frequency trading contributes to an unhealthy trade, that stock prices are manipulated in a harmful way.

(Press release)


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