股指周报(2024.6.3-2024.6.10):美非农超预期,A股量化交易监管新进度
Chuang Yuan Qi Huo·2024-06-11 06:02
  • The report mentions the release of the "Procedural Trading Management Implementation Rules (Draft for Comments)" by the Shanghai and Shenzhen Stock Exchanges, which outlines the management of algorithmic trading, including high-frequency trading definitions and differentiated management requirements[11] - High-frequency trading is defined as scenarios where a single account submits or cancels orders exceeding 300 times per second or 20,000 times per day, with additional reporting and higher transaction fees proposed for such cases[11] - For accounts not involved in high-frequency trading, general management requirements for algorithmic trading will apply, with specific differentiated fee standards to be announced later[11]