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Ongoing Research - Market Events and Phenomena

Our business is supplying a real-time data feed 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: approximately 4 trillion quotes and trades as of July 2011. May 6th, had approximately 7.6 billion trade, quote, and depth records.

Quote Stuffing Banned!


Research
Nanex White Papers and Research
Strange Days
Daily Market Anomalies
News Media
Nanex in the News
02-13-2012 Quote Stuffing Detected Week Before Flash Crash
02-10-2012 The Other Flash Crash
02-08-2012 The Tighter Spreads Lie
02-08-2012 The Liquidity Illusion
02-06-2012 The Rise of the HFT Machines - A Must See Animation
01-30-2012
01-27-2012
12-21-2011
12-20-2011
12-19-2011
12-01-2011
12-01-2011
10-28-2011
10-17-2011 Coexisting without Colocating - A proposal for improving the market for everyone
10-14-2011
10-03-2011
09-28-2011
09-20-2011
09-14-2011
08-31-2011
08-18-2011
08-11-2011
08-08-2011
08-03-2011
07-27-2011
07-25-2011
07-22-2011
07-14-2011
07-12-2011
07-11-2011
07-07-2011
07-06-2011
06-30-2011
06-16-2011
06-13-2011
05-17-2011
05-20-2011
11-29-2010
10-14-2010
10-13-2010
10-08-2010
09-27-2010
09-27-2010
09-15-2010
09-09-2010
09-08-2010
08-23-2010
08-18-2010
08-10-2010
08-06-2010
07-08-2010
06-18-2010
02-16-2012 High Frequency Quote Spam
02-14-2012 Quote Stuffing in KORS
02-13-2012 The NYMEX Black Swan Event
01-23-2012 HFT Causing Volatility and Instability
01-12-2012 HFT Algo Price Manipulation
01-11-2012 HFT Algo Testing During Trading Hours
12-14-2011 The WAB Event
12-09-2011 The PDLI and BAC Events
10-19-2011 ENV trades from $9.48 to $0.02 in one split second
10-18-2011 The Infinite Trade/Cancel Loop - Modern day painting the tape
10-17-2011 8 large cap stocks creamed in 1 second - What used to look like a bad price, is now a bad dream.
10-12-2011 Definition of a "Mini-Flash-Crash" The AMJ Event of Oct. 11, 2011
10-05-2011 The PERY Event
09-29-2011 The AMD Event
09-02-2011 What is the Bid/Ask of this stock?
08-29-2011
08-25-2011 The case of DELL. Pure machine driven quote stuffing
08-05-2011
08-04-2011 Random images/stocks exhibiting strange behavior on 08/04/2011
08-03-2011
08-02-2011 It's Whac-A-Mole in ELNK.
07-29-2011
07-20-2011 NYSE Arca quoting problem affects 2,818 stocks during first 35 minutes of trading
07-19-2011
07-18-2011
07-14-2011
07-14-2011
07-12-2011
07-07-2011 What appears to be a massive arbitrage algorithm involving  NYMEX Crude futures and the ETF's: USO, UCO, and SCO
06-21-2011
06-08-2011 The Natural Gas Futures Algo.
06-07-2011
06-03-2011
06-03-2011
05-26-2011
05-24-2011
05-19-2011
05-18-2011
05-16-2011
05-13-2011 ESGR - From $102.00 to $0.01 (a penny) in 5 seconds
05-12-2011
05-11-2011
05-03-2011
05-02-2011
04-28-2011
04-25-2011
03-29-2011
09-15-2010
07-16-2010
02-17-2012
02-16-2012 Wired Science - Nanosecond Trading Could Make Markets Go Haywire
02-16-2012 Business Week - What Crashed CME’s Oil Trading Platform?
02-13-2012 Tradesignalonline.com - Electronic Oil Market Trades Resume After Halt
02-09-2012 New Scientist - Stock trading 'fractures' may warn of next crash
02-08-2012 Co-Author: Financial black swans driven by ultrafast machine ecology
02-07-2012 E24 - Norway Interview - Raging Robots
02-01-2012 Financial Times - NBBO Flutter
01-31-2012 Nanex mentioned (p 273) in "The Fear Index", a novel by Robert Harris
12-14-2011 Eric Hunsader talks about HFT on Sweden's Cold Facts National TV program
11-18-2011
11-14-2011 Nanex Visits No. 10 in London
11-14-2011
10-26-2011 HFT Review - Improving Academic Research into HFT & Fighting High Frequency Spam - An Interview with Eric Scott Hunsader
10-24-2011
10-23-2011 Investment News - SEC eyes avalanche of options traffic
10-13-2011 Financial Times - Trading at the Speed of Light
10-10-2011
10-07-2011
10-07-2011
10-04-2011 Zero Hedge Kindly Requests The Immediate Resignation Of Mary Schapiro For Gross Breach Of Professional Responsibilities
09-28-2011
09-08-2011
08-24-2011
07-26-2011 TED - "they [nanex] use math and magic and I don't know what, and they reach in to all the market data and they find, actually sometimes, some of these algorithms." - Kevin Slavin
07-08-2011
07-07-2011 ZeroHedge - No, It's Not The Nat Gas "Fractal" Algo: Nanex Discloses The Very Ominous Implications Of Today's Berserk Crude Algo
07-07-2011
06-30-2011
06-09-2011
05-16-2011
04-02-2011 Barrons - Robots Rattle Data Guru, Jim McTague reports the market behavior observed by Eric Hunsader
03-28-2011
03-16-2011 VPro Backlight - Money & Speed: Inside the Black Box iPad App
03-02-2011
02-17-2011
02-13-2011 Crapshoot Investing by Jim McTague. An entire chapter on Eric Hunsader and Nanex
01-31-2011
11-09-2010
10-21-2010
10-18-2010
10-14-2010
10-11-2010
10-11-2010
10-11-2010
10-08-2010 Reuters - Waddell not the culprit for May U.S. stocks flash crash
10-08-2010
10-08-2010
10-01-2010
09-27-2010 Wall Street Journal - Data Wonks Debut Dizzying Diagram of Flash Crash
09-27-2010
09-27-2010
09-27-2010 ZeroHedge - The Most Detailed Forensic Analysis Of The Flash Crash To Date (And Likely Ever)
09-03-2010
09-02-2010 CNBC - Nanex's Eric Hunsader talks to CNBC
09-02-2010
09-02-2010
09-02-2010
09-02-2010
08-29-2010
08-28-2010
08-28-2010
08-24-2010
08-24-2010
08-22-2010
08-18-2010
08-11-2010 CFTC Website - False Profits - Statement by CFTC Commissioner Bart Chilton confirming the NYSE Delay on May 6'th, 2010 and more
08-04-2010 The Atlantic - Market Data Firm Spots the Tracks of Bizarre Robot Traders
08-02-2010
07-14-2010
07-14-2010
07-09-2010
06-23-2010



Crop Circle of the Day Archives

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