What Caused the 2010 Flash Crash: Liquidity Vanished
The CFTC and SEC report on 6 May 2010: a USD 4.1 billion sell algorithm, order-book depth down to under 1%, and why prices snapped back.
#stop-loss
3 articles
Why You Cut Winners Early and Hold Losers
The disposition effect in numbers: 10,000 brokerage accounts sold winners 1.5 times as readily as losers. Why it happens and a rule set to counter it.
Why Price Reverses Right After Your Stop Is Hit
Is it a stop hunt or statistics? Order data from a dealing bank, a simulation of 100,000 price paths and what to change about where you put the stop.