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7 Results from 2016

Neil Crammond

Neil Crammond risk education & real time market abuse at DIVENTO FINANCIALS

MY DADDY WAS A BANK ROBBER ! HE DID IT FOR THE MONEY !

Last week I was asked who is in charge ? Massive fines but sadly no order of command ! Recently exchanges have been seeking more autonomy , greater profitability and therefore greater power ................. THEY have now stated that "only exchanges should be voting members in committees !" The last decade exchanges have moved ...

/regulation

Neil Crammond

Neil Crammond risk education & real time market abuse at DIVENTO FINANCIALS

HOUND OF HOUNSLOW PART 2

Navindar Sarao returns to court on thursday 4th February accused of triggering the May 6th 2010 flash crash . www.youtube.com/watch?v=H2flY-fTwfQ if you have time to look at above and perhaps you will realize that it was impossible for him to be guilty during this event . There were hardly any orders on the way down in the s&p's or later on t...

/regulation

Neil Crammond

Neil Crammond risk education & real time market abuse at DIVENTO FINANCIALS

IT NOT JUST TRADERS WHO CHEAT !

Trading exchanges by charging for data feeds have suddenly perched themselves above the radar and now serious questions need answering and perhaps addressing ? Recent years have questioned whether they have offered / given beneficial trading rights to certain members! Finally the gloves are coming off as their answers or lack of them are now be...

/regulation

Neil Crammond

Neil Crammond risk education & real time market abuse at DIVENTO FINANCIALS

THE MYTH OF HFT LIQUIDITY !

This week I read a research paper ; endorsed by Mark Spanbroek acting chairman of FIA . The paper states that the order cancellation ratios of !non HFT firms are "almost identical " to HFT firms . It states that as most trading is now "fast" , HFT orders are correct and its cancellation rate non harming either to liquidity o...

/regulation

Neil Crammond

Neil Crammond risk education & real time market abuse at DIVENTO FINANCIALS

WHY DID REGULATORS ALLOW LAST LOOK TRADING ?

In 2016 we have to ask what working committee agreed to allowing "last look" trading tool to market makers and platform providers ? Sadly the more information received only shows how abused this tool has become and in real terms how destructive it has been to fair and orderly markets ! Our regulators have to shoulder some b

/regulation

Neil Crammond

Neil Crammond risk education & real time market abuse at DIVENTO FINANCIALS

MARKET MAKING OR MANIPULATION ?

Events last week have asked the market a serious question . Do our regulators have the respect or trading knowledge to understand market making from manipulation ? Currently under "the Volcker rule " they are able to name traders as "guilty" with little or no real evidence ; the probe into Lloyds banks gilt traders activity is...

Neil Crammond

Neil Crammond risk education & real time market abuse at DIVENTO FINANCIALS

2016 ............HAS ANONYMITY TRADING RUN OUT OF GAS !

Back in 2013 Citadel , the biggest HFT , found that spoofers were robbing their algos of monies ! The spoofer places orders that it had no intention of filling and enticed Citadel into trading , then cancelled them , leaving them with losing trades . Blow me down we cannot have Citadel losing monies or being out spoofed as they virtually control m...

/regulation

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