Nanex ~ 29-Aug-2012 ~ Micro-Flash Crash Update
This is a quick update of equity micro-flash crashes since our
last post on this matter. The charts below show the daily count of micro-flash
crashes that triggered one of our market monitors. The chart on the right is in log-scale
for better visibility. Since the beginning of this year, there have
been 10,693 micro-flash crashes. About 5% of these events are news-worthy and probably appear on
one of the links on this
page. The extreme cases might get more attention and appear here.
this link for an explanation of what our micro-flash crash
monitor looks for.