The Stock Market May Have Crashed 18,000 Times Since 2006 — And No One Noticed - Tim Fernholz - The Atlantic
▻http://www.theatlantic.com/technology/archive/2013/09/the-stock-market-may-have-crashed-18-000-times-since-2006-and-no-one-noticed/279725
What if someone told you the stock market crashed and spiked 18,000 times since 2006, and you had no idea?
That’s the contention of a group of scientists who study complex systems after analyzing market data, collected by Nanex, since the advent of high-speed trading. While the fallout of computerized algorithms has been seen before, including the infamous 2010 “flash crash,” when markets lost nearly 10% of value in just a few minutes, that same kind of sudden volatility is going on all the time, unseen.
#flash_trading #trading_à_haute_fréquence #marchés_financiers #finance
