Entries by AWP Administrator

Another cnbc.com Rebuttal

Rishi Narang has written another article on cnbc.com defending charges of HFT front-running, this one a direct attack on me.  Titled “Exposing the falsehood of a prominent HFT critic’s arguments“, Narang attempts to refute my rebuttal of his original op-ed in which he claimed that statements in our latency arbitrage paper are “blatantly false”.  His […]

HFT and Front Running

CNBC recently ran a commentary by Rishi K. Narang, under the headline “High-frequency traders can’t front-run anyone“, in which the author calls our characterizations of HFT “blatantly false”. My rebuttal here.

“The Myths around Latency Arbitrage”

It was predictable that wading into the public debates around high-frequency trading would attract some attacks on our research.  Nevertheless, it is still novel for me to read a blog claiming that our “research makes a number of basic mistakes”, as was alleged recently by Remco Lenterman, Chairman of the FIA European Principal Traders Association, […]

Every day, another flash crash

column by Michael Brush, MSN Money Bringing attention to “mini flash crashes” reportedly occurring with some regularity in recent months. Quotes me about vulnerability of the markets near beginning of the column.