Nanex monitors have gone crazy!
Zooming in to a 1 millisecond interval chart, we can see one second of data which shows 39 trades.
A 25 millisecond interval chart of Nokia (NOK) showing the same pattern as above.
That day the Knight Capital Group trading firm said it lost $461.1 million in 30 minutes when its trading software went kablooey.
Well, this is the definition of HFTGW High Frequency Trading Gone WRONG.
or DDHFT Drunk Deer's High Frequency Trading


Δεν υπάρχουν σχόλια:
Δημοσίευση σχολίου