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Oh, just because it hasn't happened yet, we should pretend it isn't possible? You remember the flash crash.

You mean the minor event precipitated by a fat fingered human and corrected in an hour or so by HFTs?

If you have a plausible disaster scenario involving HFT's, state it. So far, near as I can tell, your argument is merely "omfg finance stuff I don't understand it might destroy the world!"



The flash crash was not precipitated by a "fat finger" event but rather an intentional, albeit aggressive, move by one mutual fund, and according to regulators it was exacerbated by HFT's, not "corrected" [1][2][3][4]. Do your research--like so many you probably believed the BS that was handed out to pacify everybody when it was big news, and missed the SEC/CFTC report that came out later. More recent mini-crashes have occurred in commodities markets [5], again driven by HFT.

What is my disaster scenario? Do I really need to explain why extreme volatility can vaporize investor confidence in a market? If an event like this was caused by one market action, you can even imagine malevolent investors trying to intentionally trigger a crash or a mini-crash (holding a short position on the side so that they profit). If enough people are able to do this with regularity, the market turns into /b/ and becomes worthless for traditional users. I won't pretend to have enough imagination to see all the ways this could go wrong; we can leave it up to Wall Street to make it a reality. It would seem like common sense, however, that if neither investors nor regulators have a firm grip on the steering wheel (and maybe that's the best way for the economy to run, who am I to say?), we would be better off not putting the market in cruise control at 600mph without carefully considering all the ramifications.

[1] http://online.wsj.com/article/SB1000142405274870402930457552...

[2] http://www.bloomberg.com/news/2010-10-01/automatic-trade-of-...

[3] http://www.nytimes.com/2010/10/02/business/02flash.html?_r=1...

[4] http://www.reuters.com/article/2010/10/01/financial-regulati...

[5] http://online.wsj.com/article/SB1000142405274870432280457630...




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