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Trading Technology

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Ivy Schmerken
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Debating Apple's Dive: Flash Crash or Institutional Rebalancing?

Some market professionals thought Apple's 3% price decline last Monday was a flash crash or an algo run wild. Quants at Rosenblatt Securities analyzed the tick data and came up with a different interpretation.
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Block Trades in Apple on Dec. 1st - Rosenblatt Securities
Using big data tools, Rosenblatt Securities identified three dips in Apple's share price on Dec. 1st, suggesting the price dips were due to institutional selling. Based on the firm's definition of block size, 17.6% of the volume occurred through block trades.
Using big data tools, Rosenblatt Securities identified three dips in Apple's share price on Dec. 1st, suggesting the price dips were due to institutional selling. Based on the firm's definition of block size, 17.6% of the volume occurred through block trades.

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