In What Way Does a High-Frequency Trading (HFT) Environment Affect Slippage?

HFT firms contribute to a very high volume of transactions, which generally increases market liquidity and tightens the bid-offer spread. A tighter spread typically reduces the potential for large slippage.

However, HFT strategies can also rapidly pull liquidity during high volatility, leading to sudden, sharp increases in slippage for slower retail traders.

How Does Increased Institutional Liquidity Impact the Volatility of Major Cryptocurrencies?
What Is “Colocation” and How Does It Give HFT Firms an Advantage in Minimizing Their Own Slippage?
How Do High-Frequency Trading (HFT) Firms Profit from Exploiting Small Bid-Ask Spreads?
How Do Centralized Exchanges (CEX) and Decentralized Exchanges (DEX) Typically Compare in Terms of Bid-Offer Spreads?
What Is ‘Latency’ in HFT and Why Is It a Critical Factor?
What Is the Role of ‘Maker-Taker’ Fee Models in Encouraging HFT Firms to Provide Liquidity and Narrow Spreads?
How Does the Time to Finality Affect the Liquidity of a Derivatives Market?
How Does the Withdrawal Period of an Optimistic Rollup Affect a Trader’s Capital Efficiency?

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