It appears that at least some of the activity consists of algorithms that either 'play' with one another, or submit and cancel repeatedly in an...
High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems (Wiley Trading) (Hardcover)...
http://www.scribd.com/doc/17887046/AmaranthQ1Q2-Investor-Letter-2009
Got this in the mail: From: Markus Heitkoetter [mailto:elitetrader-cb@topica.email-publisher.com] Sent: Tuesday, July 21, 2009 8:30 PM...
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