N********n
发帖数: 8363 | 1 The attached liquidity analysis by Abel-Noser indicates that the US stock
market has now become a concentrated pool in which just the top 99 stocks
account for 50.09% of total domestic trading volume. In June, the top 20
stocks accounted for 28.94% of all domestic volume, an increase of 2.2% over
May's 26.7% and a record.
The HFT algos are increasingly trading less and less stocks in their attempt
to corner just the most liquid stocks. Indicatively, the top 978 names
represented 90.01% of total |
|
