Sentences with phrase «flash crash experienced»

«Reuters are also suggesting that the mini flash crash experienced in trading in Asia yesterday (when gold tumbled nearly 5 %) was exaggerated with the relatively low liquidity as CME circuit breakers triggered twice in just one minute with suggestions of large amounts of stop - loss selling.»

The number of mini flash crashes experienced during the test window relative to other 9:30 — 9:33 windows is abnormal because (a) the thirteen mini flash crashes during the test window is 2.6 times greater than the greatest number of mini flash crashes experienced during any other 9:30 — 9:33 window; (b) the eleven unique equities that experienced a mini flash crash during the test window is 2.2 times greater than the greatest number of unique equities which experienced a mini flash crash during any other 9:30 — 9:33 window; and (c) the frequency of mini flash crashes normalized by the number of trades executed is greater during the test window than it was during any other 9:30 — 9:33 window.

The number of mini flash crashes during the test window on Oct. 15 is 2.6 times greater than the greatest number of mini flash crashes experienced during any other 9:30 — 9:33 window.

Not exact matches

However, multiple mini flash crashes occurred on the same equity in Control Period 1 only once, on October 14, when one equity experienced two mini flash crashes.

517 windows experienced one mini flash crash; 111 windows experienced two mini flash crashes; 29 windows experienced three mini flash crashes; 5 windows experienced four mini flash crashes; and 2 windows experienced five mini flash crashes.

It is important to note that these problems spill over to markets beyond just those experiencing a flash crash because financial assets, financial markets, and their degrees of stability are interconnected [6].

We consider the contributory effect of mini flash crashes in equity markets, and find that the number of equity mini flash crashes in the three - minute window between market open and the Treasury Flash Crash was 2.6 times larger than the number experienced in any other three - minute window in the prior ten weekflash crashes in equity markets, and find that the number of equity mini flash crashes in the three - minute window between market open and the Treasury Flash Crash was 2.6 times larger than the number experienced in any other three - minute window in the prior ten weekflash crashes in the three - minute window between market open and the Treasury Flash Crash was 2.6 times larger than the number experienced in any other three - minute window in the prior ten weekFlash Crash was 2.6 times larger than the number experienced in any other three - minute window in the prior ten weekdays.

The test window experienced 1 mini flash crash per 56,183 trades, whereas on average during the control period, 1 mini flash crash was experienced per 186,407 trades.

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 chose the NYSE and NASDAQ as exchanges for analysis because they are the world's two largest stock exchanges; they together experience over 60 % of daily U.S. equity trade volume; and experience more than two thirds of all mini flash crashes [16].

On average, 2.40 unique equities experienced a mini flash crash between 9:30 — 9:33 during the period, with a standard deviation of 1.51 unique equities.

We consider the possibility of some equities experiencing a disproportionate share of the detected mini flash crashes.

There is not a single three - minute window during Control Period 2 that experienced more than five mini flash crashes, whereas the test window experienced thirteen mini flash crashes.

The number of unique equities that experienced mini flash crashes during the test window is 2.2 times greater than the greatest number of unique equities that experienced mini flash crashes during any other 9:30 — 9:33 window.

3,162 windows, or 81 % of windows, experienced zero mini flash crashes.

However, despite the increase in the number of trades executed, the test window still experienced more mini flash crashes on a normalized scale than any other 9:30 — 9:33 window during Control Period 1.

Still, after accounting for the possibilities of some specific equities experiencing a disproportionate share of mini flash crashes, and variations in trading activity creating more opportunities for mini flash crashes to occur, the evidence continues to suggest that an abnormal level of instability could have been detected in the U.S. equity market during the test window on October 15, 2014.

GDAX has promised to credit traders for any losses they experienced during the exchange's Ethereum «flash crash» on June 21, when prices temporarily dropped to as low as $ 0.10.

«The crypto markets have experienced several flash crashes over the past few years but we do believe there has been some overvaluation in the market, particularly over recent months,» said Jamie Burke, chief executive officer at venture capital firm Outlier Ventures.

The digital currency on the other hand relatively stabilized in January at around $ 800 but has since experienced flash crashes so far this month.

There's nothing quite like the feeling of exhilaration you experience facing off against a screeching behemoth boss character while the crashing and flashing of an electrical storm explode all around you.

Flash works great too, for a more feature - rich experience, and none of my Flash test sites crashed the device.

On May 6th, 2010 the stock market experienced a «flash crash» where the Dow Jones Industrial Average, already down 300 points, fell an additional 600 points in 5 minutes for a near 1000 point loss.

Last week, GDAX experienced an Ethereum «flash crash» when a multimillion dollar market sell was placed on their order book.