CNN Money article on latency arbitrage

Quotes our favorite remedy…


“High frequency trading” in German.  Die Zeit article quoting me in translation.

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.

Michigan Sells 2-Second Advance Version of Consumer Confidence Survey

The University of Michigan and Thomson Reuters are getting a lot of heat from recent reports about a million-dollar deal whereby Michigan releases a data feed with survey results a full two seconds before the results are available to select…

Short-Lived Dark Pools

Felix Salmon cited my original post on employing one-second call markets as a counter to high-frequency trading. He ends his post by raising the following question for his readers (far more numerous than mine) to consider: Would this plan essentially…