Flash crash

Get the Pitchforks

While no one involved in the building of the stalled Consolidated Audit Trail is free from blame, Anthony says there are reasons to believe the CAT won’t ever materialize, regardless of the plan processor.

(Still) Deconstructing the Flash Crash

As Navinder Sarao fights extradition to the US, a new research report tries to pin down the reason as to why the Flash Crash happened. In the end, though, we still only have theories.

James Rundle: Imperfect Solutions

Most Western exchanges have implemented safety measures to mitigate share-price swings, but others are beginning to experience the algorithmic troubles that brought trading firms to their knees in recent years. Kill switches and circuit breakers don’t…

Risk Management a Challenge When Algos Go Rogue

In an article published in May, Waters explored the problematic task of performing market surveillance in automated, high-frequency trading environments. Another challenging area for algorithmic trading is that of risk management, when questions of risk…

NYSE Retiring LRP Ahead of Limit Measures

The New York Stock Exchange has filed a plan to withdraw its Liquidity Replenishment Points program (LRP), a way of halting momentum in volatile stocks, with the US Securities and Exchange Commission (SEC).

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