Author Topic: Recent Market Volatility and Algorithmic Trading  (Read 821 times)

Glenstache

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Recent Market Volatility and Algorithmic Trading
« on: May 18, 2020, 05:28:04 PM »
Given the global events of the last months, a significant amount of volatility is certainly expected in the markets. No surprise there and certainly a good test of risk tolerance realities versus expectations. That said, I'm curious if anyone has any insight into how algorithmic/automated trading has played out through the last few months. I've seen estimates as high as 70% of trading being completed algorithmically, and there are certainly examples of software feedbacks doing weird things to the market. if anyone has some thoughtful analysis to share or articles to link to, that would be appreciated.

This is in no way trying to figure out the system to time it, I'm just curious.