In total at least 40 of the 148 stocks affected by the Knight trading algo experienced a change of more than 10 per cent, as circuit breakers do not start operating until 15 minutes into the trading day and reflect volatility, not order flow.
受Knight算法交易影响的148只股票中,至少有40只股票的股价波动幅度超过了10%,因断路开关机制在开盘15分钟后才投入运行,而且该机制反映的是股价波动性,而非指令流量。
Among the stocks that triggered circuit breakers on Wednesday were Molycorp, CoreLogic, Kronos Worldwide, China Cord Blood Corporation and Trinity Industries. The changes in their share prices went well beyond 10 per cent, with China Cord jumping as much as 151 per cent before falling back.
上周三触发了断路开关机制的股票包括莫利矿业(Molycorp)、数据供应商CoreLogic、化学品生产商Kronos Worldwide、中国脐带血库公司(China Cord Blood Corp)以及铁路运输商Trinity Industries。这些公司的股价波幅远超10%,中国脐带血库公司股价在回落前曾暴涨151%。
“The industry has been well aware of defects with the circuit breakers, says Prof Angel.
安吉尔教授指出:“断路开关机制的缺陷业内早已知晓。
Meanwhile, only trades in six of the 148 stocks were subsequently broken by the NYSE. That leaves Knight potentially facing substantial costs and raises broader questions. “This is not only a problem for Knight, but creates a whole new thing for regulators to dwell on and for investors to lose trust in the market, says one Wall Street analyst.
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