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This paper describes collaborative work between active traders, regulators, economists, and supercomputing researchers to replicate and extend investigations of the Flash Crash and other market anomalies in a National Laboratory HPC environment. Our work suggests that supercomputing tools and methods will be valuable to market regulators in achieving the(More)
agency thereof, nor the Regents of the University of California, nor any of their employees, makes any warranty , express or implied, or assumes any legal responsibility for the accuracy, completeness, or usefulness of any information, apparatus, product, or process disclosed, or represents that its use would not infringe privately owned rights. Reference(More)
The financial crisis of 2008 is one of the great technological disasters in history. None of this would have been possible without computers. Who is to blame for the interconnected structure for disaster that came so close to taking the global economy with it when it crashed? What should we be doing to avoid a dreadful encore performance? Part IV of "Nerds(More)
The author is a visiting faculty member in economics at Caltech. At the time the original version of this paper was written, he was Managing Director at First Quadrant 2 , with responsibility for global active equity portfolios totaling $6 billon. Dr. Leinweber has a long background in electronic trading. He is the inventor of MarketMind, the expert system(More)
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