Market Crises & Events
The Flash Crash of May 6, 2010
The cleanest way to read May 6, 2010 is as a feedback loop with no saturation term. A volume-participation algorithm sells faster as traded…
Market Crises & Events
1 article tagged “market microstructure”.
Market Crises & Events
The cleanest way to read May 6, 2010 is as a feedback loop with no saturation term. A volume-participation algorithm sells faster as traded…