High Frequency Trading (HTF) refers to the use of sophisticated algorithms and powerful computer systems to process securities’ transactions at exceptionally fast speeds. Often, these trades are of a high volume and the positions are held for an extremely short time. More than 50% of U.S. stock trades are the result of HFT. Proponents of HFT claim the practice benefits capital markets and investors by reducing market volatility, lowering transaction costs and improving liquidity. They are reluctant for government to introduce regulations which may hinder these benefits. Those concerned with HFT argue risk controls are ignored or circumvented to obtain speed. Opponents also point to recent academic studies which seem to indicate HFT actually increases bid-ask spreads and volatility. They call for regulation ranging from a tax on high volumes of order cancellations to a licensing requirement for HFT firms. Who’s right? Join us on April 30th, hear from experts on both sides of the issue and decide for yourself. The program will be followed by a networking reception.