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Lord Myners calls for inquiry on 'black box' trading

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    Lord Myners calls for inquiry on 'black box' trading

    The former City minister said that high-frequency trading also known as black box trading had been a "contributing factor" in the harsh swings which have led to more than £300bn being wiped off the value of British shares since the beginning of July.

    He wants both the Treasury and the Financial Services Authority (FSA), the City regulator, to investigate thoroughly the phenomenon and the impact it has.

    High-frequency trading (HFT), which accounts for as much as 50pc of trading in London, has been blamed for exacerbating intra-day swings and putting ordinary investors at a disadvantage due to the speed with which such trades are placed in the market.

    Lord Myners, the former fund manager, also called for European banks, which have been at the centre of the storm, to be more honest to investors and increase levels of disclosure of the sovereign debt they are holding.

    His calls on disclosure were echoed by Georges Pauget, an adviser to the French government, who said banks must be more open with investors if they are to end the market fears that have led their share prices to collapse in recent weeks. The comments from the two men come after a wild week in global stock markets.

    The nadir came last Wednesday, when investors moved strongly against Societe Generale, France's largest bank, forcing its shares down as much as 20pc. As a result, European regulators chose to ban shorting on banks in France and three other countries.

    But Lord Myners said that rather than shorting – which he said was not a contributing factor in falling bank shares – there was a "greater need to address" such trading methods.

    "High-frequency trading appears so detached from the true function of capital markets, but is potentially fraught with hazard. It definitely deserves more attention than either the FSA or the Treasury has given it."

    More from source: Lord Myners calls for inquiry on 'black box' trading - Telegraph

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    50% of the trades already HFT ffs!

    This HFT tulip should be banned before it reaches 99% - mandate minimum delay of X between such trades, otherwise big fine and ultimately jail time.

    Disagree with good Lord on shorting - ban last week helped stabilise the markets, UK refused to implement it but it was enough from EU to deal with it: this shows that ultimately UK won't be able to remain safe heaven with such rules in place because who'd want to list on LSE to get eaten by wolfes when it's much safer for long term company value to list elsewhere where your company will be more protected from speculators?

    The core principle of investment should be increase in value, ie going long only - if you don't think some company is good enough to investment long term then don't do it at all. After a while it will force companies to take long term view rather than sack some people to make good quarter. The only people who will truly suffer from this are dirty spekulants (and those who assist them), but that's the sacrifice society can take fairly easily.

    #2
    Originally posted by AtW View Post
    Mandate minimum delay of X between such trades, otherwise big fine and ultimately jail time.
    Not sure that a minimum delay helps though - it just means algo's prepare their trade and try to dive in the nanosecond the window opens.

    Financial organisations are trying to exploit price differences (arbitrage) to make money - and thats a key point in how markets operate, so that prices are consistent. They are consistent - because if they are not, someone will buy/sell to move the price so that it is consistent.

    Nothing new in this - for decades (probably centuries) people have exploited arbitrage arrangements - just in the past, it would be someone working it out as quickly as they could with a slide rule and opening a position before others would notice.

    What has changed in that so many more people are doing it much quicker - probably causing over corrections. Banking stocks have gone up and down like a yo-yo in the past few weeks (although the overall trend is down).


    However, HFT means that the "power" moves from traditional city traders to clever techies - as they are the ones needed to implement this.

    Comment


      #3
      Originally posted by centurian View Post
      Not sure that a minimum delay helps though - it just means algo's prepare their trade and try to dive in the nanosecond the window opens.
      24 hours to begin with, doubled every month until HFT share of trades drops to 0.1% of the market.

      Comment


        #4
        The vast number of AT trades on the stock Market does cause it to react sharply. I have a live monitor feed I use from ADFVN which shows the trades as they come in and even during a flat day there can be 10% swings.

        On trading forums you often see the term 'treeshake' where for one or two minutes the share price spikes up or down as the number of automatic trades take advantage of some weakeness or another, the share will go into auction
        for a few minutes(means it gets suspended for trading) before popping back up.

        If you can get in and out quickly you can make a lot of return or loss of course.
        What happens in General, stays in General.
        You know what they say about assumptions!

        Comment


          #5
          Originally posted by AtW View Post
          The core principle of investment should be increase in value, ie going long only - if you don't think some company is good enough to investment long term then don't do it at all.
          If that was the case there would be no incentive for anyone to blow the whistle on fraudsters. Enron would probably still be in business making their fraudulent executives mega-rich, and the subprime mortgage market would probably still be considered all AAA super-safe investments.
          "A life, Jimmy, you know what that is? It’s the s*** that happens while you’re waiting for moments that never come." -- Lester Freamon

          Comment


            #6
            Originally posted by AtW View Post
            24 hours to begin with, doubled every month until HFT share of trades drops to 0.1% of the market.
            Oh, 24 hours - well that's not really an HFT then, is it.

            And there are still ways around it - just have an app that "recommends" a trade to a trader - which he he/she can review and confirm. Then just hire someone with a superfast reaction time to sit at the desk and press the return key as soon as it pops up

            ... or just leave a paperweight on the "Return" key - a trick I have used to train up some skills on Oblivion while in the bath.

            Comment


              #7
              Originally posted by Freamon View Post
              If that was the case there would be no incentive for anyone to blow the whistle on fraudsters.
              Not going to jail is good incentive, also big reward for doing so is incentive.

              In fact with longer term investment when you can't sell next nanosecond would require a completely new level of scrutiny applied to companies, and those of them that make longer term decisions should benefit.

              There will certainly be short term loss in revenues because many HFT players will have to find some other industry to feck over.

              Comment


                #8
                Originally posted by centurian View Post
                Oh, 24 hours - well that's not really an HFT then, is it.
                It won't be, which is the objective.

                Comment


                  #9
                  Originally posted by AtW View Post
                  Not going to jail is good incentive, also big reward for doing so is incentive.
                  Really? How many of the fraudsters that caused the GFC have been put in jail? How many people have been given a reward by the authorities for blowing the whistle on them?
                  "A life, Jimmy, you know what that is? It’s the s*** that happens while you’re waiting for moments that never come." -- Lester Freamon

                  Comment


                    #10
                    Originally posted by Freamon View Post
                    Really? How many of the fraudsters that caused the GFC have been put in jail?
                    Sadly too few, this is because there is no explicit jail threat in the event of such massive failure - being incompetent or making MASSIVE failures in very important positions is not illegal.

                    Would banning HFP and short selling remove all risks? No, but it would go a long way towards removing very clear things that cause a lot of problems.

                    Comment

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