May
14
‘87 Flash Crash Similarities, from Ken Drees
May 14, 2010 |
1987 rhymes with flash crash?
1. market extended multi months correction overdue
2. correction was swift and violent making one day records
3. something new and unique was blamed for the crash
4. new regulations followed 87, talk is similar to new rules today
5. bears thought that the crash was the first down leg of a bear market; now bulls believe correction over
6. prior crash uncertainty in forex in 87 -Baker -dollar; now euro uncertainty -bailouts
7. fear after crash in 87 lingered long, no fear now really.
8. Volume was very high after 87-volume much weaker today
There is a whiff of similarity to my mind.
How come when there is talk about a "healthy" retest of the lows that would be needed to solidify a bottom like there was in March of 09, that retest never came and now after a ripper of a drop there is no talk at all about a retest. It's like that possibility doesn't exist, just like last week when the possibility of the Cavs losing to Boston wasn't even considered.
I'm not arguing either, and I listen to sound bites only here and there, but I listen for the theme or the buzz that the media is playing, which is usually aimed at the little guy and which is usually wrong. So like the healthy test that was bandied about never happened in 09 March, so now you hear that the correction is over and it's blue sky ahead, which tells me that I should suspect 1. a healthy retest or 2. a breech of the flash crash lows–to follow my buzz inverse indicator.
Craig Mee comments:
Considering the onset of floor closures and computerized algo trading and the changes that has created, it seems comparing one crash to another opens more questions than answers. I'm not sure if in the history of markets has there been such a period of change.
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counterprogramming prevailing views.
The Nasdaq Market Float Since 1997
Mon/Yr..Trade Days..# Compy..TotlVol…AverD Vol
Jul-97. 22….. 6388… 14,659,052,996.. 666,320,591
Mar-98. 21….. 6143… 17,694,084,535.. 842,575,454
Jul-99. 21….. 5400… 21,249,135,986.. 1,001,863,618
Jan-00. 20….. 5233… 33,859,912,232.. 1,692,995,612
Jul-03. 22….. 3671… 38,984,813,325.. 1,772,036,969
Jan-04. 20….. 3560… 46,649,555,963.. 2,332,477,798
Jul-05. 20….. 3441… 33,681,072,462.. 1,684,053,623
Apr-06. 19….. 3384… 40,846,016,058.. 2,149,790,319
Jul-07. 21….. 3348… 46,780,102,818.. 2,227,623,944
Jan-08. 21….. 3299… 56,616,100,438.. 2,696,004,783
Nov-08. 19….. 3199… 42,460,731,579.. 2,234,775,346
Jul-09. 22….. 3024… 48,456,198,558.. 2,202,554,480
Mar-10. 21….. 2982… 53,597,263,077.. 2,552,250,623
I see closer similarity to flash crash during September 1992 British Pound crisis. I was able to cover handily near SP futures limit-down that day; but when I finally gathered up the confidence to try and reverse to Long - no way, everyone came in bidding with little offer found on the way back up!
We’ll see if similarity holds: in the former case, the currency in question went on to significant new lows - but the SP held and went on to new highs!
It appears Scott over at wsj.com read Mr. Drees’ piece here on dailyspec.
http://bit.ly/a0ToPl