Ongoing Research - Market Events and
Phenomena
Our business is supplying a real-time data service comprising trade and
quote data for all US equity, option, and futures exchanges. We have
archived
this data since 2004 and have created and used numerous tools to help
us sift through the enormous dataset: over 5 trillion quotes and trades as of
March 2013. The flash crash (May 6, 2010) had approximately 7.6 billion trade,
quote, and depth records.
Exploratory Trading -
Top 8 HFT Take Liquidity 59% of the Time
Quote Stuffing - an HFT
Strategy Says Credit Suisse
Research
Nanex White Papers and Research
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Strange Days
Daily Market Anomalies
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News Media
Nanex in the News
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| 11-14-2011 |
Nanex charts are featured as art at Columbia
University in NYC |
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