High-frequency trading algorithmic finance and the flash crash reflections on eventalization

High Frequency Trading and Mini Flash Crashes | Request PDF High Frequency Trading and Mini Flash Crashes. High-frequency trading, algorithmic finance and the Flash Crash: reflections on eventalization. Article.

We investigate the organizational politics taking place within high-frequency trading – a sub-field of algorithmic trading where automated decision-making without human direction has reached a peak, and show that financial algorithms raise particular epistemic and methodological challenges for practitioners and ethnographers alike. CBS - borch | Articles 'High-frequency trader subjectivity: emotional attachment and discipline in an era of algorithms', Socio-Economic Review 15(2), 2017: 283–306 (with Ann-Christina Lange). 'High-frequency trading, algorithmic finance, and the Flash Crash: reflections on eventalization', Economy and Society 45(3–4), 2016: 350–78. Mechanizing the Merc: The Chicago Mercantile Exchange and ... This article investigates one important strand in the evolution of today’s high-frequency trading or HFT (the fast, automated trading of large numbers of financial securities). That strand is the history of the automation of trading on what has become the world’s most prominent futures exchange, the Chicago Mercantile Exchange or Merc. The process of the automation of the Merc was episodic Crowd Dynamics in Financial Markets - Startside | Facebook Very exciting stuff. Bjørn’s talk was also the last talk in the 'Crowd Dynamics and Financial Markets' research colloquium. We wish to thank speakers and audiences who have attended the colloquium during the past three years. New similar activities are likely to emerge out of the ERC-funded project on Algorithmic Finance.

30 Oct 2018 (2016) 'High-Frequency Trading, Algorithmic Finance and the Flash Crash: Reflections on Eventalization', Economy and Society 45(3–4): 350–78 

High-frequency trading, algorithmic finance and the Flash Crash: reflections on eventalization. C Borch. Economy and Society 45 (3-4), 350-378, 2016. 23, 2016. High-frequency Trading, Algorithmic Finance, and the Flash ... High-frequency trading, algorithmic finance and the Flash Crash: Re-flections on eventalization Christian Borch Christian Borch, Department of Management, Politics and Philosophy, Copenhagen Business School, Denmark. Email: cbo.mpp@cbs.dk ORCID 0000-0001-8217-5880 Abstract The Flash Crash of 6 May 2010 has an interesting status in discussions High-frequency trading, algorithmic finance and the Flash ...

Mechanizing the Merc: The Chicago Mercantile Exchange and ...

That strand is the history of the automation of trading on what has become the High-frequency trading, algorithmic finance and the Flash Crash: reflections on  High-frequency trading, algorithmic finance and the Flash Crash: reflections on eventalization. C Borch. Economy and Society 45 (3-4), 350-378, 2016. 23, 2016. High-frequency Trading, Algorithmic Finance, and the Flash ... High-frequency trading, algorithmic finance and the Flash Crash: Re-flections on eventalization Christian Borch Christian Borch, Department of Management, Politics and Philosophy, Copenhagen Business School, Denmark. Email: cbo.mpp@cbs.dk ORCID 0000-0001-8217-5880 Abstract The Flash Crash of 6 May 2010 has an interesting status in discussions High-frequency trading, algorithmic finance and the Flash ...

Andreas Sudmann (ed.)

High-frequency trading, algorithmic finance and the Flash ... Sep 20, 2016 · AbstractThe Flash Crash of 6 May 2010 has an interesting status in discussions of high-frequency trading, i.e. fully automated, superfast computerized trading: it is invoked both as an important illustration of how this field of algorithmic trading operates and, more often, as an example of how fully automated trading algorithms are prone to run amok in unanticipated frenzy. High Frequency Trading and Mini Flash Crashes | Request PDF

30 Oct 2018 (2016) 'High-Frequency Trading, Algorithmic Finance and the Flash Crash: Reflections on Eventalization', Economy and Society 45(3–4): 350–78 

Very exciting stuff. Bjørn’s talk was also the last talk in the 'Crowd Dynamics and Financial Markets' research colloquium. We wish to thank speakers and audiences who have attended the colloquium during the past three years. New similar activities are likely to emerge out of the ERC-funded project on Algorithmic Finance. Material Signals: A Historical Sociology of High-Frequency ... Drawing on interviews with 194 market participants (including 54 practitioners of high-frequency trading or HFT), this article first identifies the main classes of “signals” (patterns of data) that influence how HFT algorithms buy and sell shares and interact with each other. Second, it investigates historically the processes that have led to three of the most important categories of these

Very exciting stuff. Bjørn’s talk was also the last talk in the 'Crowd Dynamics and Financial Markets' research colloquium. We wish to thank speakers and audiences who have attended the colloquium during the past three years. New similar activities are likely to emerge out of the ERC-funded project on Algorithmic Finance. Material Signals: A Historical Sociology of High-Frequency ...