Federal regulators, financial executives, and academics will convene this week at a symposium hosted by the Securities and Exchange Commission to discuss the impact of high-frequency trading and the resiliency of liquidity in securities markets.
The symposium is sponsored by the SEC’s Division of Economic and Risk Analysis and Division of Trading and Markets, in partnership with New York University’s Salomon Center for the Study of Financial Institutions.
“High-frequency trading represents a substantial source of market volume today. It is important for market participants and regulators to understand how this activity is affecting trading, including efficiency, integrity, liquidity, and depth,” SEC Chairman Jay Clayton said. “I appreciate the efforts of those participating in this symposium and look forward to hearing their comments on how we can improve our public equity markets, focusing on the interests of our Main Street investors — those who are investing today for tomorrow’s needs and those who are selling today to meet current needs they invested for in the past.”
The panelists will talk about the effects of regulations on the speed among traders in securities markets; the role of automation; and how high-frequency trading has influenced liquidity.
The event is free and is open to the public, starting at 9:15 a.m. ET on Sept. 21 at SEC headquarters, located at 100 F Street NE, Washington, D.C.