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News 08-28-12 08:10 AM

Supercomputing For Market Regulation
 
http://upload.wikimedia.org/wikipedi...treet_Sign.jpgOver at Wall Street Technology, Melanie Rodler writes that the Center for Innovative Financial Technology at Lawrence Berkeley National Laboratory has received $100,000 in research donations to study the use of supercomputing and data intensive science to improve stability, regulation, and enforcement in U.S. markets.
Those responsible for market oversight could benefit from real-time ability to effectively monitor a complex system,' said Marcos Lopez de Prado, head of global quantitative research at the Tudor Investment Corporation. 'Recent events, including the Flash Crash and other market disruptions, have highlighted the need to solve potential inadequacies in market structure and execution. Our research, in collaboration with CIFT, has shown that relatively simple analytics, like the HFPIN metric of order flow toxicity, can provide up to an hour's advance warning of certain market anomalies.'

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