Quants on Wallstreet

Dutch film maker Marije Meerman made two interesting documentaries about automated trading on Wall Street for Dutch television. I was at the  presentation of  the first, Money & Speed: inside the black box which is about the flash crash on the NYSE caused by a complex system of high frequency trading algorithms. On the 6th of May 2010, the American stock markets plunged by almost 10% in only 20 minutes. The documentary is accompanied by a great (and free) iPad app with the documentary and underlying data. The trailer can be seen below.

The second film is completely in English and has been put online completely. Must see.