In the Media
CFA Magazine Articles:
May/June 2014 Issue: In the Dark: The latest hype about HFT overlooks deeper problems.
Jan/Feb 2014 Issue: The Well-Tempered Circuit Breaker
May/Jun 2013 Issue: Erroneous Trades and Mini-Flash Crash Events
Jan/Feb 2013 Issue: An Ugly High Frequency Mess
Sep/Oct 2012 Issue: Always leave yourself outs
May/Jun 2012 Issue: Herding Apples. Can social media help us to avoid stampedes?
Mar/Apr 2012 Issue: The HFT Tractor Beam
Jan/Feb 2012 Issue: Short It and Forget It? Exploring the hidden costs of shorting stocks.
Sep/Oct 2011 Issue: Can the J-shaped liquidity curve write a prescription for price impact?
July/August 2011 Issue: Regulatory Call Risk in Trust Preferred Securities
Jan/Feb 2011 Issue: Staying a Step Ahead. Can prop traders survive high-frequency trading?
Sep/October 2010 Issue: CFA Magazine: Dennis Dick discusses the cause of the Flash Crash.
July/August 2010 Issue: The Tracks of My Tiers: Trading profitably in a two-tiered market structure.
May/June 2010 Issue: Will the Trade-At Rule Fix the Sub-pennying Problem?
Jan/Feb 2010 Issue: The Hidden Cost of “Sub-Pennying”
Premarketinfo Hosts in the Media:
June 20, 2014: CNBC: Fuel-cell stocks give traders a wild ride
May 28, 2014: Reuters: Shorting a dull market
May 27, 2014: Reuters: World equity indexes up on US data
Nov 12, 2013: Reuters: Wall Street Lower, led by energy and financials
Oct 31, 2013: Reuters: Wall Street Ends Session Lower
Oct 15, 2013: WSJ: Whipsaw Stock Market Has Traders Wary
Oct 11, 2013: Reuters: Wall St Inches up on Bipartisan Talks
Sep 30, 2013: Forbes: HFT – Is it a Dark Force Against Human Traders?
Aug 22, 2013: FoxBusiness: Flash Freeze on Wall Street
Aug 22, 2013: CNNMoney: Trading glitches a sad new market reality
Aug 21, 2013: CNNMoney: Goldman Sachs: Minimal impact from glitch
July 22, 2013: Reuters: Uranium Company Blasts into Stratosphere
July 18, 2013: CNNMoney: Favorite stocks of high speed traders
April 30, 2013: FoxBusiness: Flash Crash – Symantec Plummets 11% in Seconds
April 23, 2013: Reuters: False White House tweet exposes instant trading dangers
April 10, 2013: FoxBusiness: Trading Halts Help Speedy Markets
April 8, 2013: TabbFORUM: Applauding Dark Pool Regulation
Mar 20, 2013: CNNMoney: Mini Flash Crashes: A Dozen a Day
March 2013 Edition: TASC: Are Changes Doing Us Good?
Dec 13, 2012: Reuters: Nasdaq Cancels Pre-market Trades
Dec 12, 2012: Zerohedge: A Five Minute Example of HFT Shenanigans
Dec 2012 Edition: TASC: Profit Targets and Stop Losses
Oct 3, 2012: CNBC: What Happened in Kraft Today?
Sep 10, 2012: CNNMoney: Treasury Flash Crash Could Become Reality
Aug 2, 2012: Forbes: Does the Stock Market Need Real-time Rehab?
July 29, 2012: Reuters: Rolling out Red Carpet for Central Bankers
July 5, 2012: WSJ: Big Board’s New Dark Pool
July 1, 2012: Benzinga: The new HFT landscape: Man vs Machine
July 2012 Edition: TASC magazine: Subpenny Suppression
July 2012 Edition: TASC magazine: Flash Crash Redux?
June 14, 2012 Markets Media: Fragmentation Harming Market Quality
June 6, 2012 Macleans: Buyer Beware: the Facebook debacle
May 18, 2012 Buzzfeed: Facebook IPO Hijacked by Computers
May 1, 2012 Markets Media: Bringing Back Real Liquidity
April 20, 2012 Markets Media: Ax chops into small cap liquidity
April 17, 2012 SEC to Examine Tick Size for Small Caps
Mar 24, 2012 Bats exchange withdraws IPO after stumbles.
Nov 1, 2011: CFO Magazine: Follow the Bouncing Stock
August 5, 2011 Reuters: Jobs data offer some relief as losses mount.
April 19, 2011 Zerohedge: Exploring the Hidden Costs of Price Improvement.
Mar 15 ,2011 Reuters: Nasdaq nears rival bid for NYSE.
Feb 25, 2011 WSJ: Direct Edge to Stop ‘Flashing’ Orders.
Jan 10, 2011 WatersTechnology: Predatory Algorithms on the Prowl.
Sep 15, 2010 CNBC: New Kings of Wall Street
Sep 3, 2010: CNBC: Flash Crash Report
June 15, 2010 Alphaville: All eyes on broker-dealer internalization.
May 7, 2010 Minyanville.com – The Morning After the Crash
May 7, 2010 Zero Hedge – The Day The Market Almost Died
Feb 9, 2010 Wall Street Journal – Critics Say Subpenny Pricing Could Fragment Stock Trade
Comments to our Regulators
May 6, 2010 Predatory Market Making May Have Led to Crash.