High Frequency Trading: A Brief Academic Approach Studies of Futuristic Financial Markets

In this article, the authors established the welfare effect to trading success through deemphasizing
“need-for-speed” in computerized high frequency trading without affecting the basic nature of speed
race. They reviewed the major drivers of unintended consequences with the brave new world. Their
hope was for the special issue of discrete time frequent batch auction hybrid with regulatory principles
of “financial regulation 2.0” to clearly reduce some of the no disputed harms produced by high
frequency trading dynamics; that is, arms race behavior and complex adaptive system of computer
algorithms. The prospective researches presented and used in this paper will hopefully be a useful
tool for future research in addressing questions on Limit order book dynamics in the presence of
HFTs. Any new ideas should not be killed unless it is tested for pros and cons.