links for 2010-09-29
Data Wonks Debut Dizzying Diagram of Flash Crash – MarketBeat – WSJ After slicing the order-flow down to 25 milliseconds, Nanex’s Eric Hunsader says he sees the footprints of the destabilizing practice of quote stuffing. The theory regarding quote stuffing is that it clogs up the quote feeds and allows high frequency traders to profit … Read more