Best Ex: What Caused the Flash Crash? Market Makers Went Bye-bye

Sure, we know what the US Securities Exchange Committee (SEC) and the Commodity Futures Trading Commission (CFTC) believe to have caused the May 6 "Flash Crash", but what do the players on the trading floor involved in this drama believe to have happened?

At this year's Best Execution USA event, which was held at the Sheraton New York Hotel & Towers, Marcos Lopez de Prado, who heads high frequency futures trading at Tudor Investment Corp., gave the keynote address. His presentation discussed the

To continue reading...

You need to sign in to use this feature. If you don’t have a WatersTechnology account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: