Nanex has a lot of research on high frequency trading. Below is the rise of HFT machines, computer trading programs, from 2007 to 2012. There's no legend, but the x-axis is time (9:30AM to 4PM trading hours) and I believe the y-axis is millions of shares traded.
Year Twenty Begins
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FEEDThe longer I live, the shorter life gets. It’s a truism, I suppose, and
one of many which occur to humans as the years roll by. See, I started
Slope as...
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