Sentences with phrase «flash crashes during»

For instance, twelve of the thirteen mini flash crashes during the test window occurred in the sixty seconds between 9:30 and 9:31.

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.

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 duration.

The number of mini flash crashes during the 9:30 — 9:33 window during the control period ranges from zero mini flash crashes on October 3, to five mini flash crashes on October 8 and October 14.

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.

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 second comparison is to the number of mini flash crashes during any three minute window during regular market hours (9:30 am — 4:00 pm) during the same days.

In order to quantify the anomalous nature of the test result, we calculate the probability (a p - value) from an exponential distribution fit to the mini flash crashes during Control Period 2 (that is, the distribution of mini flash crashes in all three - minute windows shown in Fig 3, fit to an exponential distribution).

Our third step is to compare the number of mini flash crashes during the test window to the number of mini flash crashes in Control Period 2, which contains all three - minute window during throughout normal trading hours during the same 10 proceeding weekdays.

Not exact matches

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.

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.

In the three - minute windows between 9:30 and 9:33 during the control period, we detect a mean of 2.50 mini flash per day, with a standard deviation of 1.65 mini flash crashes.

The first comparison is to the number of mini flash crashes in the same time window of 9:30 — 9:33 during the ten weekdays preceding October 15.

This repeated counting is not an issue, since the objective of the analysis is to measure the number of mini flash crashes in the test window against the number of mini flash crashes in each window of similar duration during the control period.

Next, we calculate the number of mini flash crashes in Control Period 1, the three - minute windows between 9:30 — 9:33 each weekday during the 10 weekdays preceding October 15, 2014.

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.

4 Sarao traded a ton of E-mini futures during the flash crash — «62,077 E-mini S&P contracts with a notional value of $ 3.5 billion» — and made «approximately $ 879,018 in net profits» that day, or a profit of about 2.5 basis points on the notional amount, which I guess isn't bad for one day's work.

In a study of 5,140 crashes during four months in 2008 and 2010, Golub et al. [21] found that mini flash crashes increase transaction costs through the «detrimental impact [mini flash crashes have] on the Exchange Spread and NBBO [National Best Bid and Offer] Spread.»

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.

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.

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 users expressed mixed feelings about the events which took place during the flash crash.

GDAX announced June 23, 2017, that it would reverse a previous decision not to reimburse investors who saw stop loss orders on margin positions liquidate during a flash crash of the market days before.

Autonomous stock - picking software will undoubtedly fumble again, as it did during the «flash crash» of 2010, when the Dow inexplicably dropped 1,000 points in a matter of minutes.

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 S&P 500 peaked at 2134.7 in the early summer months, and promptly collapsed to 1867 points during the August flash crash.

During the 2008 collapse, which was the last major market crash aside from the flash crash of 2010, -LSB-...]

We saw during the financial crash, flash crash and other panics, that when equities sold off, so did gold, commodities, real estate and other asset classes that people traditionally used to diversify out of stocks.

Proctor & Gamble (PG), known to be a very stable low volatility stock, fell hard during the 2010 flash crash as stock loss orders were triggered and became market orders.

Around two - thirds of all the trades during Thursday's extraordinary «flash crash» that Nasdaq and the NYSE say they are likely to cancel involved exchange - traded funds (ETFs) or exchange - traded notes (ETNs), though the reasons for this aren't yet clear, according to new analysis from IndexUniverse.com

However, there is no touch pad implementation which could have been an alternative method of driving on two wheels, driving backwards or performing aerial tricks and no light bar which could have produced a lighter shade of blue when accurately drifting, driving on two wheels or driving backwards through a blue speed strip, flashing red during a crash, green when leading and a multitude of colours to reflect the fireworks and confetti display when winning a race.

More prominently, digital exchange desk GDAX announced last week it would refund traders affected during the initial ether flash crash.

This was especially obvious during recent Initial Coin Offerings (Status ICO comws to mind), during which the network was completely overwhelmed and the ETH tokens suffered a massive flash crash.

Traders complained of downtime during the dip, margin trading liquidations, and flash crashes.

The bitcoin price plunged by more than $ 1,300 in minutes during a flash crash on bitcoin exchange Bitfinex but has since recovered above $ 10,800.