This is a somewhat scary little data movie showing major equity market volumes over the last 6 plus years upto the end of summer/autumn 2012 condensed into 2 mins. It ends as a raging inferno!
We have high frequency quant traders and programmers with their filthy algos to thank for this....
PS. watch the BATS.LINK
http://www.themistrading.com/article_files/0000/0537/3-18-10_Traders_Magazine_Rebuttal.pdf
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