Investors Rage Against the Market Machine

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Aug. 17, 2011, 12:00 a.m. EDT

By Todd Harrison

"I wish you would step back from that ledge my friend." "” Third Eye Blind

NEW YORK (MarketWatch) "” The stock market has recently endured more swings than a Hedonism vacation. In the fifteen sessions that ended last Friday, the Dow Jones Industrial Average /quotes/zigman/627449/delayed DJIA -0.67%  lost 11% or 1,418 points in three short weeks "” and that was after a 7% rally off the mid-week lows.

Within those 15 sessions, the swings were even more violent; over 5,000 DJIA points traded hands in those three weeks, or almost half the value of the entire index.

During that stretch, upwards of $6.8 trillion of global equity market value evaporated, the S&P downgraded U.S. debt for the first time in history, Europe's credit crisis deepened, and social mood continued to sour. In short, financial markets have been far from normal and anything but fun.

While fumbling around on my Bloomberg terminal over the weekend "” when I should have been playing with my newborn daughter, Ruby "” I pulled up a chart that told us everything we needed to know.

The S&P /quotes/zigman/3870025 SPX -0.97% had been stuck in a sideways range between 1250 and 1350 for the entirety of 2011 "” despite all the artificial stimuli"”until the government pulled the plug on QE2 at the end of June.

From there, we don't need 20 years of experience to sniff out what the downside catalyst was.

One of the culprits recently fingered in the sudden slippage was high- frequency trading, which increased three-fold during the meat of the summer heat.

While on Bloomberg TV last week, I offered that high-frequency trading and low-frequency politicians don't mix, but if we pulled the plug on this modern-day "program trading" (which many believe was the catalyst for the 1987 stock market crash), more than 70% of the daily liquidity would disappear, and that could be a disastrous "solution."

I've been bearish for the better part of the last decade, which happened to be the worst 10-year span in the history of financial markets, save a few situations when I believed we were due for a sharp, counter-trend rally (full disclosure: I was bullish in March 2009 but pulled in my horns way too early).

Marketwatch.com columnist David Weidner says traders should be less emotional and employ more testosterone in their trading day. AP Photo.

My bearish bent hasn't been a particularly pleasant posture to share but many, if not most of the prognostications we proffered proved true. Read The Upside of Anger

That was then and this is now so the obvious question is therefore: Where do we go from here?

Hong Kong stocks rise but Tokyo slides

How volatile has the market really been?

Though it may seem to us that the stock market's recent volatility has been off the charts, in fact there...

U.S. stocks drop on Europe worries

Merkel, Sarkozy plan tax, can euro zone bond idea

Investors rage against the machine

U.K. jobless claims jump 37,100 in July

Icap, banks lead London's FTSE 100 lower

BOE unanimously backed flat rates in August

CORRECTED

Hong Kong stocks rise but Tokyo slides

BOE voted 9-0 for steady rates in August

Swiss franc jumps as SNB stops short of peg

Gold futures rise further after record close

Banks, exchange operators weigh on Europe

SNB further boosts Swiss franc liquidity

SNB: Ready to take further action if necessary

Swiss franc remains 'massively overvalued:' SNB

SNB boosts Swiss franc money market liquidity

European markets drop; exchange operators slide

SABMiller down 1.5% in early trading

Deutsche Boerse down 3.6% in Frankfurt

London Stock Exchange down 6.4% in early trading

Eurasian Natural down 1.8% after results

French CAC 40 index down 0.6% at 3,212.96

U.K. FTSE 100 index down 0.8% at 5,313.69

Stoxx Europe 600 index down 0.6% at 236.23

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