Published Paper Details:

ABSTRACT: Algorithmic trading is a technology innovation of securities trading system. Innovation and development have been the main thrusts behind financialization over the globe. One such innovative appearance, in the interest for limiting the hazard and boosting the arrival and with the end goal to cling to the budgetary segment changes, is Algorithmic Trading (AT). In spite of the fact that AT is being utilized widely over the world, there is an absence of scholastic research on the proof of AT in the majority of the business sectors. The absence of proof stems from the equivocalness in meanings of AT and High Frequency Trading (HFT) and their use reciprocally. The absence of proof likewise obstructs the comprehension and understanding of the effect of consistently expanding exceptional development in the speed of money related exchanges on the social hardware of worldwide economies. We exploit the reasonable definition and recognizable proof of AT in the Indian value market to give proof of AT and translating it as the exchange speed component of financialization. This paper gives some facts in HFT technology and recent regulations given by our regulatory system SEBI. And this paper attempts to analyse their problems and also recommend changes. Key words: High frequency trading, SEBI regulations, technological innovations, Co- location, Market volatility.