Tuesday, October 16, 2012

Mysterious Algorithm Was 4% of Trading Activity Last Week - Slashdot

Mysterious Algorithm Was 4% of Trading Activity Last Week - Slashdot: s generated by HFT.
- Quote spreads are much wider and less stable during market open, which causes many micro flash crashes in individual stocks.
- Misleading price quotes interferes with price discovery, one of the core functions of a stock exchange.

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