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The Great Fed Robbery


JEast
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Somebody Stole 7 Milliseconds From the Federal Reserve

Maybe not, but interesting.

 

http://www.motherjones.com/kevin-drum/2013/09/somebody-stole-7-milliseconds-federal-reserve

http://www.nanex.net/aqck2/4436.html

 

While the above is related to HFT, the research that Nanex has published is starting (or has determined) that HFT is actually drying up liquidity via front loading the major market systems with fake quotes. This is counterintuitive, but is the result/output of the computer versus computer ecosystem and the data shows it.  I also see it with reported numbers by IB as transactions have continued to be weak the last few years.

 

http://www.nanex.net/FlashCrash/OngoingResearch.html

 

 

Cheers

JEast

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