A movie that puts you in the Perspective of a trading algorithm.
QUANT – a movie that puts you in the perspective of a trading algorithm. May 6, 2010, 02:42 pm. Out of nothing the stock market crahsed. The downward force is too brutal for any trader to keep in game. Most stepped back and witnessed the first phenomenon of a kind – a crash completly uncoupled from economy or any human behavoiur or motivations. Trading algorithms, which make the biggest share in the market, stuck in a feedback loop an forced each others prices down. Five years later, after research on this subject was done, I revisted the flash crash. I gathered as much data as possible and wrote a trading algorithm which could have competed in the market. Since I'm not interested in trading myself, I focused on the visualization of abstract events like this.
An overview of the Flash Crash events by a distributor for market data.
This is a part of an example algorithm I wrote for backtesting. Buying/selling decisions are triggerd by affiliation to KMeans clusters.
Simple code to generate FM sounds from assets.
Stills
Thanks!
