3 ms·
if yoi try to tie low latency or algorithmic strategies to volatility, you need to be able to explain multiple years of really low volatility despite all those
by vasilipupkin 8y ago
if yoi try to tie low latency or algorithmic strategies to volatility, you need to be able to explain multiple years of really low volatility despite all those strategies going on.
- xapata 8y agoLow volatility according to what measure? I don't keep up with the literature anymore, since around 2010/2011, but it'd surprise me if we entered some new regime. Googling for "flash crash" turns up many more examples than just the one you mentioned from 2010.