Practical analysis for investment professionals
Flash Crash
The Effects of FX!
Ronald G. Layard-Liesching outlined a startling and complex thesis at the recent 2015 CFA Institute Fixed-Income Management Conference in Boston.
Take 15: High-Frequency Trading, Flow Toxicity, and the Flash Crash
At the Asian Finance Association Conference in Macao SAR, China, Dr. Maureen O’Hara, an expert in market microstructure and trading, discusses high-frequency markets, algorithmic trading, flow toxicity, and differential access to price information in Asia, as well as the flash crash and market fragmentation.