ON THE IMPACT AND FUTURE OF HFT
WHITE PAPER
32
Figure 18: Boxplots for numerical values of yearly returns represented using side by side boxplots. The plot at right
contains the same boxplots with outliers removed.
If we remove the outliers (values over 100% ROI) identified using the IQR criterion the two resulting distributions
are remarkably similar. The median is somewhere around 15%.
33
.