I love it.
Looks like someone's HFT system backfired. I'm looking forward to the Nanex analysis of this one.
Nanex on the 2010/5/6 'Flash Crash':
http://www.nanex.net/FlashCrashFinal/FlashCrashAnalysis_Theo...
Looks like someone's HFT system backfired. I'm looking forward to the Nanex analysis of this one.
Nanex on the 2010/5/6 'Flash Crash':
http://www.nanex.net/FlashCrashFinal/FlashCrashAnalysis_Theo...
Already posted:
Nanex has done some great work. To date, afaik, they're the only ones to try and figure out the Facebook IPO trainwreck from the technical side. And it's a doozy.