August 2010
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Chris Donnan

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Chris Donnan : Programming – Brooklyn Style

software, trading, family, fun

Interesting HFT Analysis

I saw the original article after the flash crash when it came out here, great graphics and an interesting explanation. Zerohedge had another article that linked back to another Nanex.net article – here. All worth the read…  Quote Stuffing (jamming a ton of data down your competitor’s throats), Crop Circles (the resultant patterns in the data visualized), and more fun stuff inside!

In essence, there is a growing consensus that the HFT boys are causing more trouble than they are worth… let’s see how the regulators cope!


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