In this week's Friday Musings, I've taken a quick look at Center for Innovative Financial Technology's (CIFT's) recent white paper entitled "Federal Market Information Technology in the the Post Flash Crash Era: Roles for Supercomputing."
Although the paper's authors discuss how they went about calculating these new market indicators, I'm far more interested on how firms may be able to implement them on their own so that they can avoid trading exposure when a circuit breaker trips.
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