OCAD University Open Research Repository

Out of Sync: Slowing down the rate of High Frequency Trading

Tsonis, Frank (2013) Out of Sync: Slowing down the rate of High Frequency Trading. Masters thesis, OCAD University.

Item Type: Thesis
Creators: Tsonis, Frank
Abstract:

Out of Sync is an interdisciplinary art project that examines how High Frequency
Trading (HFT) has accelerated trading on financial markets. This thesis makes visible
how the speed increases inherent within HFT are out of sync with the pace of human
perception. The body of work consists of three projects that each discuss a specific topic
within HFT including the data mining techniques used by HFT algorithms, the history of
HFT, and the loss of space brought about by electronic trading. I use the method of
deceleration to illustrate these differences in speed and represent HFT algorithms using
text, video game design and sound synthesis. Finally, I analyze HFT through the theories
of Paul Virilio and I demonstrate how the speed at which HFT occurs contributes to the
loss of physical space as well as the potential for global accidents.

Date: 2013
Uncontrolled Keywords: Algorithm Ask Price Bid Price Bid-Ask Spread Electronic Communications Network (ECN) High Frequency Trading (HFT) Liquidity Mini Flash Crash Quote Stuffing Stock Stock Exchange
Divisions: Graduate Studies > Interdisciplinary Art, Media and Design
Related URLs:
Date Deposited: 17 Nov 2014 17:00
Last Modified: 17 Nov 2014 17:00
URI: http://openresearch.ocadu.ca/id/eprint/95

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