Usually an algo creates these flash crashes, I've been watching and studying them for awhile and typically the trades are busted up, making me wonder what the point was, I'm sure there is one, but in this note from GS to clients about the DAX FC, note NO TRADES WERE BUSTED UP making the stop busting flash crash a profitable event for whoever ran the algo.
LINK
5 years ago
No comments:
Post a Comment