Tag Archives: high frequency trading

High Frequency Trading represents more than 50% of total NYSE Volume

26 May

No commentary required.

Source: NYSE Market Data

Flash crash anniversary – SEC Band-Aid solutions

8 May

On the anniversary of the flash crash, little if anything has changed. Circuit breakers, limit-up/down triggers are patchy solutions which ignore the root issues. The current anatomy and structure of the market, the co-location of servers, front-running, high frequency trading and algorithms will induce heavy market volatility. The exchanges simply cannot withstand that pressure.

Take it away Joe …

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Flash Crash 2.0 – Traders expect another repeat

8 May

Traders expect another repeat of a flash crash. Joe Saluzzi of Themis Trading has been on the ball with this and has been warning for many years (check out his excellent 60 Minutes piece). Goldman Sachs et al., momentum traders and the algos will inevitably further induce and compound volatility.  They are all sheltered behind the facade of liquidity provision.

Vodpod videos no longer available.

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