Trading on earthquakes: Algorithmic financialization of tectonic events at global stock exchanges

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This paper addresses how high-frequency trading adapts to natural disasters. Stock market trades have accelerated to a rate at which shares change hands in microseconds. I examine ways in which high-frequency trading both reconfigures the dynamics of finance and changes the global financial system in different spatiotemporal ways and produces political ecologies of engagement, divergence and convergence between financial and Earth systems. Accordingly, I examine technological change and algorithmic strategies at stock exchanges. By analyzing algorithmic strategies, I investigate the connections between non-human trading and natural disasters. The analysis explains the nature of high-frequency trading strategies and market responses to three earthquakes in Japan. In the final section, I discuss how financial investment algorithms constitute a temporal informational epicenter when tectonic events are made subject to trading.
Sider (fra-til)80-87
Antal sider7
StatusUdgivet - 7 jan. 2020

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