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Authored by: Anonymous on Sunday, August 05 2012 @ 01:07 AM EDT |
Thanks for that.
> NYSE started their new Retail Liquidity Price Improvement Program
> the very same day
So now Knight gonna blame NYSE?
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Authored by: Anonymous on Sunday, August 05 2012 @ 05:58 AM EDT |
You have managed to create an oscillator. A common fault in any ill-designed
servo system. With positive feedback, which you really can't avoid in a
computerized trading system where the made trades changes you input numbers, the
closer the loop gain comes to 1 the more undamped oscillation you get from any
input noise. With only one computerized trading system working in the market you
may by skill keep it stable, but with many systems affecting each other you will
get spurious synchronization and wild oscillations.....
The only cure is shutting down all computerized trading!
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