Nanosecond Trading Could Make Markets Go Haywire

February 16, 2012

"...In the new study, researchers led by Johnson and simulation engineer Brian Tivnan of the University of Vermont analyzed millisecond-scale price logs from 600 markets. The numbers were gathered by Nanex, a Chicago-based company that sells live market data. Tivnan also works for The MITRE Corporation, a nonprofit engineering and technology consultancy that provides research support to U.S. regulatory agencies. Both the U.S. and European Union are actively investigating further intervention in the machine trading world..."

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