HFT Alert Software and Website

[Andrei]

Having some interest in this topic myself, I can offer the observation that the screens shown in the HFTalert samples bear an identical resemblance to the screens regularly captured and displayed by Nanex, a real-time market data service provider whose reputation was made on their detailed analysis of the May 6th, 2010 Flash Crash. It would be reasonable to posit based on the resemblance, the theme, and the location of HFTalert in southern California, that Nanex is somehow involved in HFTalert, which in my mind would be a solid endorsement of the HFTalert tool.

Ellis, you are right, Nanex is involved in HFT Alert.

<<The underlying technology behind HFT Alert was developed by Nanex to analyze the Flash Crash and HFT activity. HFT Alert packages 6 useful utilities rolled into an easy to use application to help you identify when HFT's are running and affecting stock prices.>>
http://www.hftalert.com/hft-alert.html

[nickola.pazderic]

Ellis and Andrei,

Thanks for adding to my reading list! I should note that I conduct as much difficult research in this business as I did as a professional researcher/teacher. The flash crash remains one topic (of many) that I haven't pursued to satisfaction. The constant "who done it?" character of the flash crash in particular and the failed knot of social relations which threatens to pull global banking into a "black hole" gives the work the thrill of mystery. To return to the thoughts of Dr. K (yet again), I follow my bliss in this. Although the burden of the (re)search is huge, my thanks are most genuine.