Skip navigation
Help

Nanosecond Trading Could Make Markets Go Haywire

flash_crashes_spikes

From this analysis emerged records of 18,520 sub-950-millisecond crashes and spikes — far more than they, and perhaps almost anyone, expected. Equally as striking as these events’ frequency was their arrangement: While market behavior tends to rise and fall in patterns that repeat themselves, fractal-style, in periods of days, weeks, months and years, “that only holds down to the time scale at which human stop being able to respond,” said Johnson. “The fractal gets broken.”

http://www.wired.com/wiredscience/2012/02/high-speed-trading/