WTF "SEC approves plan to curb volatility in stocks"

Discussion in 'Wall St. News' started by zanek, Jun 1, 2012.

  1. hitnrun

    hitnrun

    eliminate sub-penny trades on all stocks

    the first step of many to clean up the mess
     
    #11     Jun 2, 2012
  2. Better yet is why dont they just ban all the greedy HFT people and let other people trade normally. Halting a stock because it is going too high or too low is ridiculous.
     
    #12     Jun 2, 2012
  3. Rule changes made by the SEC have a public comment period before implementation, including this one.

    Entering your comment is very easy. There's a screen on sec.gov that you fill out.

    Complaining now is useless.

    Any comments should have been made on the SEC site during the public comment period.

    Keep an eye on that site for future potential rule changes where you can enter your comments and possibly effect change.

    Anyone can do it, and, yes, persuasive comments are considered. I've seen changes based on my comments in the past.
     
    #13     Jun 2, 2012
  4. vanv0029

    vanv0029

    The SEC has out done itself with this idea because HFTs now can
    be first at manipulating prices with their front of the queue orders
    near the bands.

    Our US Kleptocracy working at it best. A 5% band per year around changes in
    political lobbying spending or a 5% change limit on former SEC employee
    compensation after they leave the SEC would work better.

    Or maybe even better let HFTs use their algorithms to send unmanned drones
    at long term investors who are trying to help the American economy by improving
    capital allocation efficiency.
     
    #14     Jun 3, 2012
  5. OnClose

    OnClose

    Would this nonsense push any of you to trade exclusively on foreign markets?
     
    #15     Jun 3, 2012
  6. newwurldmn

    newwurldmn

    Don't they do this for commodities where there is a real commercial need to lock in supply or demand on a given day?
     
    #16     Jun 3, 2012
  7. sprstpd

    sprstpd

    So now when the market is crashing, I can't get out of anything, whereas before I could at least get out at some price. So stocks are approaching commodity futures in terms of limit up/down days. Whoever thought of this is effing brilliant! :confused: Nothing like being trapped in a position where you can't legally get out at any price! Brilliant!
     
    #17     Jun 3, 2012
  8. Just don't trade during corrections then... Nothing to worry about. The market was in a confirmed correction the day the flash crash occurred. Same for the 2008 crash. Just as we are in correction right now...

    I think these rules would be a good thing. Who in their right mind would be trading a instrument that is moving more than 5-10% per five minutes? LoL...

    I personally have had a rule for years not to trade either short or long once the ES exceeds 25 points to the downside. However, GAP days don't count.
     
    #18     Jun 3, 2012
  9. I have to read the article again, but if the freeze period is only a few minutes, when it unfreezes AND the move was warranted because of fundamentals, who is going to want to be on the bid?

    If the move wasn't due to fundamentals, the fast players will probably just pop the stock immediately out of the band. This would create a short-term disincentive to be on the offer.

    If the move was due to fundamentals, the band-halt gives everyone, slow and fast, a reason to cancel and push their bid quote way down on the unfreeze. Whereas, an "uninformed" pure liquidity provisioning algorithm that doesn't pay attention to fundamentals could possibly still offer liquidity under current scenarios, this lockout provides a strong indicator to just stop algorithm buying for the next few minutes -- or let MMs adjust the bid to be so low that takers would get hurt severely by the spread.

    Am I correct in this thinking? It seems like the bands would become really volatile and illiquid on one side, depending on interpretation of the fundamentals. If anything, it'll give market makers time to make substantial adjustments to whatever bias is guiding their algorithms. This is time they wouldn't have had before.

    Maybe that's why Knight Capital's guy is in the article talking it up as a good thing. His angle must be that either he thinks it'll calm retail investor nerves, or that it'll help his market making division avoid more losses from fundamentally informed traders.
     
    #19     Jun 3, 2012
  10. Yeah, but who the hell but some bot parsing data can determine in 15 seconds what is "fundamental" (whatever the fuck that means) and what is not "fundamental"?
     
    #20     Jun 3, 2012