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C++ implementation of a simple order book

Please refer to my github for the code:  https://github.com/DongliangLarryYi.  1.      Data Structure 1.1   A basic or...

Thursday, September 29, 2016

The history of 2010 Flash Crash

By Dongliang “Larry” Yi

Background


The 2010 Flash Crash was a US stock market crash, which started at 2:32 pm, May 6th EDT and lasted for approximately 36 minutes. The Dow Jones Industrial Average experienced its largest intraday point drop, plunging 998.5 points (about 9%) from the opening, most within minutes, only to recover a large part of the loss[1]. Other stock indexes, such as S&P 500, Russell 3000 and Nasdaq Composite, also collapsed and rebounded very quickly. This market crash immediately caused trillion-dollar market loss, and recovered most of the value at the close. Some blue-chip stocks, like Procter & Gamble, traded as low as $0.01[2], but closed at $60.75.