Wild High Frequency Trading Algo Destroys eMini Futures

Advertisements More graphes and details below: One of the scariest high regularity trading algos ran in the digital S&P 500 futures (eMini) agreement on January 14, 2008 starting at 2:01:11 Eastern. During its 7 2nd power, there mored than 7,000 professions (52,000 contracts), and also the cost at some point oscillated within nanoseconds, the equivalent of about 400 points in the Dow Jones Industrial Standard!

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