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I'm not entirely clear on the exact process either, but I think your initial summary has it mostly correct. There are additional complexities in Share Dividends (you receive a fraction of the companies profits proportional to your number of shares owned, which incentivises not-selling, to a point)

The basic issue that HFT (and markets in general) seek to solve is liquidity - the ability to buy & sell when you want, rather than having to wait while a deal is worked out. Consider the differences in process when buying/selling a commodity such as gold, vs buying a particular house.

There's a good overview of the mechanics & benefits of [HF]T in the 'A High Frequency Trader's Apology'[0] series, written by HN member yummyfajitas.

[0] http://www.chrisstucchio.com/blog/2012/hft_apology.html



That's an excellent series of posts. Thanks for the link!




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