Course material – Flash Trading

 

1.      Flash Tax: Why Levies on High-Speed Trading Won’t Work (WSJ, 09/03/11)

2.      The Mistakes We Make and Why We Make Them

3.      Arbitrage Pricing 

4.      What's Behind High-Frequency Trading (WSJ, 08/01/09)

5.      Ban on Flash Orders Is Considered by SEC (WSJ, 08/05/09)

6.      Nasdaq, BATS to End Use of 'Flash' Orders (WSJ, 08/07/09)

7.      High-Frequency Trading Improves Markets’ Health (08/17/09)

8.      The Flash-Trading Thorn in NYSE’s Side (WSJ, 08/31/09)          

9.      Flash Crash is Pinned on One Trade (WSJ, 10/02/10)

10.  How a Trading Algorithm Went Awry (WSJ, 10/02/10)