On The Impact and Future of HFT: White Paper

IRRC Institute

Description

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 .