Nanex ~ 10-Jul-2013 ~ Top Market Mysteries
Regulator To-Do List
Last Updated: July 12, 2013.
If we had a chance to be a market regulator for a day (SEC,
FINRA) with access to audit trail data, here are the top market mysteries we'd look at
- The BATS IPO.
Who were the buyers and sellers at Nasdaq, trading the stock
all the way to $0.0001?
- The 17 Seconds of Silence
before Facebook IPO.
- Was our theory
on the cause of Knight Capital's heavy losses on August 1, 2012 correct?
- What is behind the
whac-a-mole patterns (this page has a
list of links to these events)?
- Who was the eMini seller on
May 6, 2010 at 14:42:44? Is there anything linking that sale to similar sale
April 28, 2010 at 11:27:46?
- What caused the strange oscillation in
Natural Gas on June 8, 2011, or the similar pattern in
the eMini on January 14, 2008?
- The Kraft Event
and its relation to similar action we've seen elsewhere, such as
in Apple or
- Are Direct Edge trades reported late
as data indicates, or not?
- Why do network traffic graphs for market quotes always show a similar
topping out pattern.
- Who was behind this quote
After solving the above, we'd start on
this list of over 2,500 documented market anomalies.