Wednesday, March 20, 2013

Mini flash crashes: A dozen a day




According to Maureen Farrell of CNNMoneyInvest fame  there may not have been any major market malfunctions recently, but mini flash crashes still happen nearly every day.  Stock exchanges don't publicly release data about these mini crashes -- when a stock rapidly plunges then rebounds -- but most active traders say there are at least a dozen a day.  Dennis Dick, a proprietary trader at Bright Trading in Detroit, said he stopped tracking them because they happen so frequently.

While none have been as disruptive as the "flash crash" of 2010, or the ones that marred the IPOs of the BATS exchange and Facebook in 2012, they highlight the fragility of markets increasingly dominated by high frequency traders who count on fancy algorithms to make a quick profit. So far this year, these mini crashes have taken place in shares of Apple, Berkshire Hathaway, insurance broker Aon  and apparel maker Hanesbrands....

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