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This liquidity argument is rehashed thousand times but did you know that most of the orders made by HFT's end up getting cancelled.

Regulators found HFT's exacerbated price declines. As noted above, regulators found that high frequency traders exacerbated price declines. Regulators determined that high frequency traders sold aggressively to eliminate their positions and withdrew from the markets in the face of uncertainty.

http://en.wikipedia.org/wiki/2010_Flash_Crash

Berkshire Hathaway has a difference of 1000 dollars for its bid ask spread yet you dont see a lot of people complaining, do you?



>that most of the orders made by HFT's end up getting cancelled.

Thank you. That is all that needs to be said.




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