CNN Money article on latency arbitrage
Quotes our favorite remedy…
http://finance.fortune.cnn.com/2013/08/30/latency-arbitrage-costs/
Hochfrequenzhandel
“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 Daily article on U.Michigan Consumer Sentiment Survey and HFT
quotes Uday Rajan, me
http://michigandaily.com/news/university-participation-giving-data-high-frequency-trading-raises-questions
Trading Faster than the Speed of Reality
My guest column on TechCrunch.
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…