Flash crash
Op risk data: Glencore hauled over the coals in $1bn+ bribery probe
Also: Russian banks in fraud fails; Citi’s fat-finger fumble; devil’s in the data detail. Data by ORX News
Forecasting crypto crashes with bubble analysis
Analysis finds bubble signals in bitcoin and ether, write trio of quant risk managers
Market Technology Awards 2018: New problems, new solutions
Vendors embrace cloud, alternative languages and agile approaches
UBS’s Athanasopoulos on volatility, Mifid and hedging by machine
Risk30 profile: Athanasopoulos sees opportunities to cut hedging costs
Flash crash early warning tool launched
Start-up seeks to commercialise controversial VPIN measure
CFTC set to flex its muscles in FSOC meetings
FSOC must study the impact of capital rules on trading liquidity, Giancarlo says
New hedge fund plans on grabbing flash-crash profits
Manager says systemic risk has reduced, creating opportunity in sell-offs
Sterling flash crash leads to market price confusion
Banks set their own sterling/US dollar low 4% higher than some traded rates
Algo trading feedback loops an urgent worry, Carney warns
Some traders don't understand risks of algos, BoE says
Artificial intelligence and the future of financial regulation
How intelligent machines will change the financial markets
Finra: poor controls around HFT a big concern
HFT operational monitoring a real issue
Exchange order types prompt fears of HFT conspiracy
High-frequency traders have been viewed with suspicion for some time. Now critics claim exchanges are conspiring with the traders to develop tools that benefit them and disadvantage ordinary investors. Is the threat real? Laurie Carver reports
Knight Capital losses spur focus on algo risk management
A dark Knight for algos
Quant Congress USA: Real-time audit trail unnecessary, says SEC chief economist
SEC chief economist says consolidated audit trail rule is strong enough, despite concerns from Democrats
Profile: NYU’s Robert Engle on volatility, liquidity and systemic risk
An Arch economist
Derivatives industry seeks clarity over SEC market-wide circuit-breaker proposals
In an attempt to prevent a repeat of last year's ‘Flash Crash', the US Securities and Exchange Commission announced, on September 27, 2011, a review of proposals to revamp market-wide circuit breakers. Public comment is open until October 25 for new…
OTC flash crash: Dealers consider risks of HFT invasion
The OTC flash crash
US regulators ask DOE lab to study flash-crash forecasting tool
US regulators enlist Department of Energy computing power to analyse metric that aims to predict catastrophic market events
OTC flash crash: Dealers consider risks of HFT invasion
The fixed-income flash crash
BoE’s Haldane highlights increasing risks from high-frequency trading
Bank of England executive director of financial stability Andrew Haldane outlines policy measures to reduce systemic threat posed by high-frequency trading