May 6'th 2010 Flash Crash Analysis Continuing Developments The Mini Flash Crash of 04-28-2010 Publication Date: 09/20/2010 Back to Table Of Contents While scanning historical data searching for previous days which exhibit similar behavior to that of 05/06/2010, we found a time on 04/28/2010 with quote bursts very similar to [...]
Complete Text I. Causes II. Effects III. Further Research IV. Recommendations Nanex Flash Crash Summary Report Publication Date: September 27, 2010 Update: Larger charts: 1920x1150, 1800x1000, 1600x800, 1280x1024, 1200x800, poster size. We present this Flash Crash Summary Report using a time-line graph to distinguish the events that caused the crash from those that were effects of the crash. The main chart [...]
May 6'th 2010 Flash Crash Analysis Continuing Developments - Stub Quoting Did Not Cause The Flash Crash Publication Date: 09-08-2010 Back to Table Of Contents As we reported in Part 5, Flash Crash Myths, pure Stub Quoting in itself did not cause the Flash Crash (pure stub quotes are quotes that [...]
May 6'th 2010 Flash Crash Analysis Continuing Developments - Did Quote Stuffing Cause the Flash Crash? Publication Date: 09-08-2010 Back to Table Of Contents Although quote-stuffing might not have been the cause of the flash-crash, the crash certainly would have been much less severe (or might not have occurred), if quote [...]
May 6'th 2010 Flash Crash Analysis Continuing Developments Latency On Demand? Publication Date: August 23, 2010 Back to Table Of Contents Update 20-Sep-2012: We found a similar delay in Nasdaq Quotes. We wanted to see the extent of the delay between NYSE quotes from CQS and OpenBook on a more recent trading [...]
May 6'th 2010 Flash Crash Analysis Continuing Developments The NBBO is Broken Publication Date: August 18, 2010 Back to Table Of Contents As stated in our initial Flash Crash Analysis report, at 14:42:46 PM on May 6, 2010, quotes from the NYSE began to lag. These quotes were time stamped as if they were [...]
What Happened to CSCO (Cisco Systems) on 07/29/2010 May 6'th 2010 Flash Crash Analysis - Continuing Developments Publication Date 08/10/2010 Back to Table Of Contents What Happened to CSCO on 07/29/2010 After the Flash Crash of May 6'th 2010, new rules were set by the SEC in order to help [...]
May 6'th 2010 Flash Crash Analysis - Continuing Developments PSA - 07-22-2010. Back to Table Of Contents Date: July 22, 2010 Symbol: PSA (Public Storage) Listed Exchange: NYSE Market Capitalization: Approximately $17 Billion Index/ETF membership: http://finance.yahoo.com/q/ct?s=PSA+Components S&P 500 stock. The following video shows a quote screen for the NYSE stock [...]
Quote and Trade Rates Back to Table Of Contents Chart 1: Chart 2: Chart 3: Chart 4:
Analysis of the "Flash Crash" Date of Event: May 6, 2010 Publication Date: June 18, 2010 07-08-2010: We have added new data and information regarding the Flash Crash. In order to keep our report in-tact as originally published, please CLICK HERE for all new Flash Crash related information from Nanex. On the [...]