3 ms·
I think this is evidence that many of the "quote stuffing" patterns that Nanex unveils are just be consequence of a complex dynamical system. It is extremely di
by washedup 13y ago
I think this is evidence that many of the "quote stuffing" patterns that Nanex unveils are just be consequence of a complex dynamical system. It is extremely difficult to say that anyone is causing markets to behave in such ways intentionally. Instead I see bifurcations and phase changes.
What do you guys think about this? Here are some other more recent articles:
http://www.nanex.net/FlashCrash/CCircleDay.html http://www.nanex.net/FlashCrash/CCircleDay.html
http://www.theatlantic.com/technology/archive/2010/08/market-data-firm-spots-the-tracks-of-bizarre-robot-traders/60829/ http://www.theatlantic.com/technology/archive/2010/08/market...