Federal Market Information Technology in the Post Flash Crash Era: Roles for Supercomputing
Description:
This paper describes collaborative work between active traders, regulators, economists, and supercomputing researchers to replicate and extend investigations of the Flash Crash and other market anomalies in a National Laboratory HPC environment. Our work suggests that supercomputing tools and methods will be valuable to market regulators in achieving the goal of market safety, stability, and security. Research results using high frequency data and analytics are described, and directions for fut…
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Date:
September 16, 2011
Creator:
Bethel, E. Wes; Leinweber, David; Ruebel, Oliver & Wu, Kesheng
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Partner:
UNT Libraries Government Documents Department