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We allow and expect corporations to be amoral because of Adam Smith's guiding hand: if you make a profit it's because somebody thought that your product was worth at least as much as they paid for the product, probably even more. In other words, win-win.

When a transaction isn't win-win, it's time for regulation to step in. That's why there are limitations (but not bans) on monopolies.

The most common case of a transaction not being win-win is when the information is asymmetrical. That's why selling a "pig in a poke" is illegal.

Banks and traders operate in this "asymmetrical information" grey area. Arbitrage is allowed and is useful because it brings prices to their correct level and provides liquidity to a market. But high-frequency trading is clearly not useful to society. Who cares if it takes prices 10ms or 1 second to complete a sale and get prices to the correct level? HFT takes money out of the system and provides no benefit to society or the other party, and therefore is "evil".

HFT should therefore be outlawed. But you have to be very careful. Such a law would be very difficult to write correctly, and due to the law of unintended consequences and the pace of change and the cost of regulatory burden, we're probably better off without such a law.

HFT is evil. But companies that practice HFT are simply being amoral, not immoral. So perhaps the fault lies with the government for improper regulation, not necessarily with the companies for practicing it.

HFT is only one of the 'evil' practices that banks and large investors use. The linked article touches others, some of which are 'evil' and some of which aren't.




What is the alternative to permitting HFT? If we ban direct communication between the algorithms and the exchanges, we will merely create a great deal of busywork for the thousands of people who will be hired to manually enter the orders produced by the algorithms. If we ban the use of algorithms altogether, we will be legislating inefficiency into the market, to the extent that there can be inefficiencies that are not worth the man-hours to manually discover. We may also have a hard time enforcing either of these approaches. I wonder how much it would cost us?


According to sources on Wikipedia High-frequency trading does provide benefit, it provides liquidity.




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