VIX-Manipulating HFT Algo Is Booted From Dark Pool, Exposed For Whole World To See | Zero Hedge: "The Bottom Line...
1) On days when the VIX has been slammed notably lower, we have seen more than coincidentally massive after-hours volume spikes in VXX and TVIX (where manipulators can hide their actions)
2) This is the footprint of dark pools flushing their orders to the public markets
3) Since June 26th (when Barclays was hit by the Dark pool probe), a 'new' algo has appeared in TVIX
4) Today's major algo manipulation (above) and plunge in VIX suggest the dark pool rigging is in the open more transparent public markets now...
So we know how they do it... will anyone see it as front-running of 'riggedness' and do something about it?"
'via Blog this'
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