《考研英語(yǔ)閱讀理解100篇 基礎(chǔ)版》第1章　經(jīng)濟(jì)類 Unit 7

High-frequency trading firms—the lightning-quick，computerized companies that have risen in the last decade to dominate the nation's stock market—are now struggling to hold onto their gains. 
Profits from high-speed trading in American stocks are on track to be，at most，$1.25 billion this year，down 35 percent from last year and 74 percent lower than the peak of about $4.9 billion in 2009，according to estimates from the brokerage firm Rosenblatt Securities．By comparison，Wells Fargo and JPMorgan Chase each earned more in the last quarter than the high-speed trading industry will earn this year. 
While no official data is kept on employment at the high-speed firms，interviews with more than a dozen industry participants suggest that firms large and small have been cutting staff，and in some cases have shut down．The firms also are accounting for a declining percentage of a shrinking pool of stock trading，from 61 percent three years ago to 51 percent now，according to the Tabb Group，a data firm. 
It is a swift reversal for trading firms that have often looked to other investors like profit machines，thanks to high-powered software and superfast data connections that can take advantage of small changes in the price of a stock. 
High-speed trading is far from disappearing from the market，but the struggles facing these firms have been greeted with enthusiasm by some traditional traders and investors who have viewed the firms as formidable adversaries，or worse，market manipulators that create sudden spikes and drops in share prices．Peter Costa，a longtime trader on the floor of the New York Stock Exchange，said the fading presence of the firms could“restore some order to stock markets.” 
Regulators are still grappling with whether the rise of high-speed firms has been a net benefit or loss for investors，so it is hard to pinpoint what effect the decline of these firms will have on the markets．Many market experts have argued that the technical glitches that have recently hit the market have been a result of a broader trend of the market splintering into dozens of automated trading services and a lack of human oversight. 
注（1）：本文選自The New York Times； 
注（2）：本文習(xí)題命題模仿對(duì)象為2010年真題Text 1。 
1．It is indicated in Paragraphs 1 and 2 that ______. 
A) high-frequency trading firms are still dominating the nation's stock market 
B) high-frequency firms have lost a lot of money 
C) the profits from high-speed trading are declining compared to last year 
D) by comparison，high-speed trading companies make more money than others 
2．The decline of high-frequency trading firms is characterized by ______. 
A) struggling to make profits 
B) the shrink of stock trading market 
C) the reduction of profits and employee numbers 
D) the domination of the nation's stock market 
3．The phrase“a swift reversal”（Line 1，Paragraph 4）most probably refers to ______. 
A) possession of high-powered software and superfast data connections 
B) new investors like profit machines 
C) taking in charge of the price of a stock 
D) that trading firms are not making huge profits as before 
4．Which of the following would Peter Costa most probably agree on？ 
A) High-speed trading firms should better disappear from the market. 
B) Some traditional traders and investors are afraid of that disappearance. 
C) Some traditional traders and investors are formidable adversaries. 
D) High-speed trading firms would face the struggle with enthusiasm. 
5．What can be learned about the high-speed firms according to the last paragraph? 
A) Regulators think the prospect of these firms is promising. 
B) There is no assertion about the influence of these firms. 
C) The technical glitches are caused by these firms. 
D) These firms have splintered into dozens of automated trading services.