| 07.11.2012 Post-Sandy trading data reveals wealth of micro flashes |
| Beverly Chandler, Opalesque London: A study from market data research firm Nanex revealed that Wednesday 31st October’s market reopening in the US post-Storm Sandy was marked by unexplained price swings and 'quote spamming’. Reported in both Fortune and on Business Insider, Nanex’s findings revealed 221 instances in which individual stocks briefly spiked or plunged for no obvious reason. S |