Sentences with phrase «bond flash crash»

Article Source: The October 2014 United States Treasury bond flash crash and the contributory effect of mini flash crashes

Remember the bond flash crash last October?

Citation: Levine ZS, Hale SA, Floridi L (2017) The October 2014 United States Treasury bond flash crash and the contributory effect of mini flash crashes.

Not exact matches

The firm also notes that a recent report from the New York Fed, which we wrote about here, discusses the role that electronic and automated trading could be playing in the bond market, particularly how these dynamics may have exacerbated the bond «flash crash,» an event JPMorgan CEO Jamie Dimon said is the kind of thing that happens «once every 3 billion years or so.»

The lack of proper and transparent interactions between algorithms poses a security risk in case unintended interactions between algorithms create incidents — like the U.S. Treasury Bonds «flash crash» of October 2014 that saw bond yields drastically drop briefly before the algorithms corrected themselves.

Since the bond market's «flash crash» back in October — when US 10 - year Treasury yields fell 34 basis points, or 0.34 % in one morning — concerns regarding liquidity and how resilient the bond market might be to shocks have lingered around the market.

In the next section, we first contextualize and explain our hypothesis as to how an increase in the number of mini flash crashes in equity markets could have contributed to the October 2014 U.S. Treasury Bond Flash Cflash crashes in equity markets could have contributed to the October 2014 U.S. Treasury Bond Flash CFlash Crash.

Finding a significant increase in the number of mini flash crashes in the early minutes of trading on October 15, 2014 would help explain the origins of the October 2014 U.S. Treasury Bond Flash Crash and reduce the causal uncertainty surrounding the flash cflash crashes in the early minutes of trading on October 15, 2014 would help explain the origins of the October 2014 U.S. Treasury Bond Flash Crash and reduce the causal uncertainty surrounding the flash cFlash Crash and reduce the causal uncertainty surrounding the flash cflash crash.

We also explain how an increase in the number of mini flash crashes in equity markets from 9:30 to 9:33 on October 15, 2014 could have contributed to the October 2014 U.S. Treasury Bond Flash Cflash crashes in equity markets from 9:30 to 9:33 on October 15, 2014 could have contributed to the October 2014 U.S. Treasury Bond Flash CFlash Crash.

U.S. asset markets have experienced four other major flash crashes, in addition to the October 2014 U.S. Treasury Bond Flash Cflash crashes, in addition to the October 2014 U.S. Treasury Bond Flash CFlash Crash.

We investigate the causal uncertainty surrounding the flash crash in the U.S. Treasury bond market on October 15, 2014, and the unresolved concern that no clear link has been identified between the start of the flash crash at 9:33 and the opening of the U.S. equity market at 9:30.

The October 2014 U.S. Treasury Bond Flash Crash was an especially troubling flash cFlash Crash was an especially troubling flash cflash crash.

In this section, we provide background and motivation for study of flash crashes, the October 2014 U.S. Treasury Bond Flash Crash, mini flash crashes, and the possible relationship between the October 2014 U.S. Treasury Bond Flash Crash and mini flash craflash crashes, the October 2014 U.S. Treasury Bond Flash Crash, mini flash crashes, and the possible relationship between the October 2014 U.S. Treasury Bond Flash Crash and mini flash craFlash Crash, mini flash crashes, and the possible relationship between the October 2014 U.S. Treasury Bond Flash Crash and mini flash craflash crashes, and the possible relationship between the October 2014 U.S. Treasury Bond Flash Crash and mini flash craFlash Crash and mini flash craflash crashes.

The statistically significant increase in the number of mini flash crashes in the moments leading up to the 2014 U.S. Treasury Bond Flash Crash is consistent with the idea that mini flash crashes may have predicted and contributed to an ensuing larger flash cflash crashes in the moments leading up to the 2014 U.S. Treasury Bond Flash Crash is consistent with the idea that mini flash crashes may have predicted and contributed to an ensuing larger flash cFlash Crash is consistent with the idea that mini flash crashes may have predicted and contributed to an ensuing larger flash cflash crashes may have predicted and contributed to an ensuing larger flash cflash crash.

The general importance of reducing causal uncertainty surrounding other historic flash crashes is similar to the importance of reducing causal uncertainty surrounding the October 2014 U.S. Treasury Bond Flash Crash: causal uncertainty threatens to erode trust in markets and impedes action to prevent similar events from occurring in the fuflash crashes is similar to the importance of reducing causal uncertainty surrounding the October 2014 U.S. Treasury Bond Flash Crash: causal uncertainty threatens to erode trust in markets and impedes action to prevent similar events from occurring in the fuFlash Crash: causal uncertainty threatens to erode trust in markets and impedes action to prevent similar events from occurring in the future.

Future analysis done in relation to the October 2014 U.S. Treasury Bond Flash Crash should be done on mini flash crashes in other U.S. markets, especially on mini flash crashes in derivatives markets (since derivative markets exhibit more cross-market interconnectedness than other markets), and on mini flash crashes on the other public stock exchaFlash Crash should be done on mini flash crashes in other U.S. markets, especially on mini flash crashes in derivatives markets (since derivative markets exhibit more cross-market interconnectedness than other markets), and on mini flash crashes on the other public stock exchaflash crashes in other U.S. markets, especially on mini flash crashes in derivatives markets (since derivative markets exhibit more cross-market interconnectedness than other markets), and on mini flash crashes on the other public stock exchaflash crashes in derivatives markets (since derivative markets exhibit more cross-market interconnectedness than other markets), and on mini flash crashes on the other public stock exchaflash crashes on the other public stock exchanges.

The objective of this study is to determine whether there was a statistically significant change between the number of mini flash crashes during the three - minute window before the start of the October 2014 U.S. Treasury Bond Flash Crash compared to other windows of the same duraflash crashes during the three - minute window before the start of the October 2014 U.S. Treasury Bond Flash Crash compared to other windows of the same duraFlash Crash compared to other windows of the same duration.

According to the causal possibility that we described in the Background section, it is likely that mini flash crashes played a contributory role in the October 2014 U.S. Treasury Bond Flash Cflash crashes played a contributory role in the October 2014 U.S. Treasury Bond Flash CFlash Crash.

In this article we find a statistically significant increase in the number of mini flash crashes in equity markets in the moments leading up to the October 2014 U.S. Treasury Bond Flash Cflash crashes in equity markets in the moments leading up to the October 2014 U.S. Treasury Bond Flash CFlash Crash.

Second, the October 2014 U.S. Treasury Bond Flash Crash is history's oldest major flash crash with such great causal uncertainty: strong evidence has been put forth to explain the earlier, major flash crashes on May 6, 2010 [12, 13] and April 23, 2013 Flash Crash is history's oldest major flash crash with such great causal uncertainty: strong evidence has been put forth to explain the earlier, major flash crashes on May 6, 2010 [12, 13] and April 23, 2013 flash crash with such great causal uncertainty: strong evidence has been put forth to explain the earlier, major flash crashes on May 6, 2010 [12, 13] and April 23, 2013 flash crashes on May 6, 2010 [12, 13] and April 23, 2013 [14].

Regulators can implement policies to monitor mini flash crashes proactively and, among other preemptive actions, limit mass liquidity flights from one market to the U.S. Treasury bond market during instances of heightened instability.

First we calculate the number of mini flash crashes in the three - minute window between 9:30 — 9:33 on the day of the October 2014 U.S. Treasury Bond Flash Cflash crashes in the three - minute window between 9:30 — 9:33 on the day of the October 2014 U.S. Treasury Bond Flash CFlash Crash.

To be sure, these are all hypotheticals for now, and the bond market has overcome multiple bouts of nausea in the past six years, from 2013's «taper tantrum» to October 2014's «flash crash» and other hiccups before and after.

On October 15, 2014, in a related development, there was a flash crash in the market for U.S. Treasury bonds.