Author Topic: Stock Market Quote Insanity  (Read 768 times)

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charlesoakwood

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Stock Market Quote Insanity
« on: May 12, 2012, 04:16:58 PM »

 New Level of Quote Insanity

The following graphic neatly captures it. It shows the 15 minute average percentage of quotes considered excessive each minute (over 500 quotes per second per stock) between January 2010 and 11-May-2012 (plotted as thick red line).


charlesoakwood

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Re: Stock Market Quote Insanity
« Reply #1 on: May 12, 2012, 05:27:31 PM »

 Zero is piling on today

As Nassim Taleb described in The Black Swan these kinds of trades — betting large amounts for small frequent profits — is extremely fragile because eventually...

 

Offline Libertas

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Re: Stock Market Quote Insanity
« Reply #2 on: May 13, 2012, 06:34:47 PM »
All the big whales scooping up the plankton...where'd all the plankton go?  Oh hey, what happened to MS?!

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We are now where The Founders were when they faced despotism.