Halfway through the book of "Flash Boys" that may unwind my confusion of high-frequency trading (HFT) in the last few years. It is estimated HFT may make 0.07% profit. For daily $225B U.S stock market, it amounts to $160M every day for HFT companies as long as they are able to reach the stock exchanges one milli-second faster than your stock transaction (Your eye-blink takes 100 milli-second)
http://www.amazon.com/Flash-Boys-Wall-Street-Revolt/dp/0393244660
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