fredag 17. februar 2012

Algoritmers aksjehandling skaper problemer

I 2010 gikk Dow Jones indeksen ned 600 poeng på seks minutter, 25 minutter senere var indeksen tilbake der den var før kræsjet.

I en studie av aksjehandelsdata fra 2006 til 2011 fant at:

"Below the 950-millisecond level, where computerized trading occurs so quickly that human traders can’t even react, no fewer than 18,520 crashes and spikes occurred."

Og videre:

"It’s as if computerized trading has created a new world, one where the usual rules don’t apply, populated by algorithms and only dimly understood by the people who made them. The extent to which that world influences our own — perhaps making events like the 2010 flash crash more likely, or causing markets to be generally more volatile — is an open question."

Hele artikkelen her.
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