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high_frequency_trading [2010-08-13 07:24] – theunkarelse | high_frequency_trading [2010-08-13 14:46] – 83.101.5.51 |
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Dutch TV showed a great doc 'Quants the alchemists of Wal street' see it in mediaplayer:[[http://player.omroep.nl/?aflID=10567577/|tegenlicht]] (short intros are in Dutch) which claims that only a few leading ATQs understand and therefore dominate this global financial trade. | Dutch TV showed a great doc 'Quants the alchemists of Wall Street' see it in mediaplayer:[[http://player.omroep.nl/?aflID=10567577/|tegenlicht]] (short intros are in Dutch) which claims that only a few leading ATQs understand and therefore dominate this global financial trade. |
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On the appearance of strange bots in algotrade: | === On the appearance of strange bots in HFT === |
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But the algorithms we see at work here are different. They don't serve any function in the market. University of Pennsylvania finance professor, Michael Kearns, a specialist in algorithmic trading, called the patterns "curious," and noted that it wasn't immediately apparent what such order placement strategies might do. | But the algorithms we see at work here are different. They don't serve any function in the market. University of Pennsylvania finance professor, Michael Kearns, a specialist in algorithmic trading, called the patterns "curious," and noted that it wasn't immediately apparent what such order placement strategies might do. |
--from [[http://www.theatlantic.com/science/archive/2010/08/market-data-firm-spots-the-tracks-of-bizarre-robot-traders/60829/|Market Data Firm Spots the Tracks of Bizarre Robot Traders]] article by Alexis Madrigal. | --from [[http://www.theatlantic.com/science/archive/2010/08/market-data-firm-spots-the-tracks-of-bizarre-robot-traders/60829/|Market Data Firm Spots the Tracks of Bizarre Robot Traders]] article by Alexis Madrigal. |
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| * [[http://www.zerohedge.com/article/how-hft-quote-stuffing-caused-market-crash-may-6-and-threatens-destroy-entire-market-any-mom|The May 6th 'Flash Crash']] |
| * [[http://www.zerohedge.com/article/its-not-market-its-hft-crop-circle-crime-scene-further-evidence-quote-stuffing-manipulation-|"It's Not A Market, It's An HFT 'Crop Circle' Crime Scene"]] |
| * http://www.nanex.net/FlashCrash/CCircleDay.html |
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| === Accidental Art === |
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| {{http://www.nanex.net/FlashCrash/CropCircles/BKF_080310.png}} |
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| --- |
| [[category economics]] |
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