Posted in Links“Markets today are even more susceptible to sudden failure than they were two years ago during the flash crash, which brought the stock market down by about 1,000 points… Read More
Posted in News“…intermediate traders are backing away from the market at critical times lest they get tricked by HFTs, and all the traffic being generated by HFTs gaming each ot… Read More
Posted in News“Squawk Box is down 16 percent in total viewers and 29 percent in the important 25-54 demographic bracket that advertisers buy. On Tuesday, the show drew its lowest… Read More
Posted in System LabThe system closed the month of March with a modest gain (+2.5%). With the exception of a few days, most of the market’s movement continues to be in the gaps… Read More
Posted in Links“We think that HFT strategies, in particular the trend-following ones, are playing a key role…the very existence of cross-market correlations at high frequencies… Read More
Posted in VideoIn this TED talk, Yan Ohayon demystifies and shares his experience with algorithmic trading and its impact on markets, our lives, and everything in between Read More