Lecture

The Flash Crash: High Frequency Trading Analysis

Description

This lecture delves into the 2010 flash crash, analyzing the impact of high frequency trading on the event. The speaker discusses the behavior of high frequency traders, the dynamics of the crash, and the role of different types of traders in the market. Through empirical data and regression analysis, the lecture explores how high frequency traders interacted with the market during the crash, shedding light on their trading strategies and the market impact of their actions.

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