wintermute
12:55 | 06-08-2010 | AI, Economics, Lifeform, Software | 3 Comments
а вот, пожалуйста, и новые формы жизни — как и полагается, зародившиеся в финансовом секторе:
The trading bots visualized in the stock charts in this story aren’t doing anything that could be construed to help the market. Unknown entities for unknown reasons are sending thousands of orders a second through the electronic stock exchanges with no intent to actually trade. Often, the buy or sell prices that they are offering are so far from the market price that there’s no way they’d ever be part of a trade. The bots sketch out odd patterns with their orders, leaving patterns in the data that are largely invisible to market participants.
чистое кино:
In fact, it’s hard to figure out exactly what they’re up to or gauge their impact. Are they doing something illicit? If so, what? Or do the patterns emerge spontaneously, a kind of mechanical accident? If so, why? No matter what the answers to these questions turn out to be, we’re witnessing a market phenomenon that is not easily explained. And it’s really bizarre.
так же, налицо очевидные связи.
via.
еще подробнее: http://www.nanex.net/FlashCrash/CCircleDay.html
продолжение: http://www.zerohedge.com/article/algorithmic-crop-circles-redux-rise-stock-market-machines-part-2
[…] этот разговор[1] больше не прекратится: A single mysterious computer program that placed orders — and then subsequently canceled them — made up 4 percent of all quote traffic in the U.S. stock market last week, according to the top tracker of high-frequency trading activity. The motive of the algorithm is still unclear. […]