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Following the \u201cFlash Crash\u201d of 2010 which saw the Dow Jones Industrial Average plunge 1000 points within minutes, high frequency trading has come under the radar of multi-jurisdictional regulators. Combining a review of the extant literature on high frequency trading with empirical data from interviews with financial traders, computer experts and regulators, we develop concepts of regulatory adaptation, technology asymmetry and market ambiguity to illustrate the \u2018dark art\u2019 of high frequency trading. Findings show high frequency trading is a multi-faceted, complex and secretive practice. It is implicated in market events, but correlation does not imply causation, as isolating causal mechanisms from interconnected automated financial trading is highly challenging for regulators who seek to monitor algorithmic trading across multiple jurisdictions. This article provides information systems researchers with a set of conceptual tools for analysing high frequency trading.<\/jats:p>","DOI":"10.1057\/s41265-016-0025-3","type":"journal-article","created":{"date-parts":[[2016,11,7]],"date-time":"2016-11-07T12:43:19Z","timestamp":1478522599000},"page":"111-126","update-policy":"https:\/\/doi.org\/10.1177\/sage-journals-update-policy","source":"Crossref","is-referenced-by-count":19,"title":["The Regulatory, Technology and Market \u2018Dark Arts Trilogy\u2019 of High Frequency Trading: A Research Agenda"],"prefix":"10.1177","volume":"32","author":[{"given":"Wendy L.","family":"Currie","sequence":"first","affiliation":[{"name":"Audencia Business School, 8 route de la Joneliere, BP 31222, 44312 Nantes Cedex 3, France"}]},{"given":"Jonathan J. 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