Scott MacDonald scott.p.macdonald at gmail.com
Sat Aug 21 20:19:47 EDT 2010

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Possibly relevant:

http://www.nanex.net/FlashCrash/FlashCrashAnalysis_NBBO.html

On Sat, Aug 21, 2010 at 4:22 PM, Lawrence D'Oliveiro
<ldo at geek-central.gen.new_zealand> wrote:

> In message
> <a10be304-96dc-4fb3-bf9f-35652477e289 at f20g2000pro.googlegroups.com>,
> Raymond
> Hettinger wrote:
>
> > On Aug 21, 2:30 am, Lawrence D'Oliveiro <ldo at geek-central.gen.new_zealand
> >
> > wrote:
> >
> >> Wasn’t HFT an exacerbating factor in just about every major stockmarket
> >> downturn since, oh, 1987?
> >
> > IMO, it was a mitigating factor.
> > HFT firms provide liquidity and help price discovery.
> > Investor sentiment is what drives rallys and crashes.
>
> Someone who doesn’t understand how positive feedback can lead to
> instabilities in a dynamical system.
> --
> http://mail.python.org/mailman/listinfo/python-list
>
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