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Computer Trading Is Eyed

8 pointsby jaxcabout 15 years ago

2 comments

jrockwayabout 15 years ago
<i>"There's no mechanism in the current system to stop an error from crushing a stock," said Dan Mathisson, head of electronic trading at Credit Suisse.</i><p>Yes there is -- the underlying value of the security. If an algorithm bug pushes a stock to 1 cent a share, someone will probably buy it. And if the share has any value, someone will probably offer 2 cents. And so on. (If nobody buys it, maybe it never really had any value.)<p>Someone will lose money, but they should have tested their software more carefully.<p>What nobody seems to mention is that the market recovered just fine after the accidental sell-off. Sure, it was a down day, but it was going to be anyway.
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pakabout 15 years ago
Whoever figures out a way to controlledly repeat this little freefall will get insanely rich. If you knew the DJIA or ACN were going to take these dives, shorting the market for this period would have made scads of money.<p>It pains me to think that there are firms on Wall Street right now trying to figure out how to cause another 1000-point fluctuation and achieve the above. When so many traders make their money off of volatility, I can't help but imagine that this entire system will careen towards total collapse as the trading and the algorithms get faster and more impossible to regulate.
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