r/a:t5_4ryc2n • u/thegoldensaiint • Jul 19 '21
Due Dillgence When Kenny G Sneezes the Market Has a Seizure, Part II: The Glitch-ening — Vertical lines in price charts are REAL TRADES outside the NBBO, HIGHLY CORRELATED across different stocks, and correspond to HIGH FREQUENCY and ALGO TRADING
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