HFT/Algo News 01 Oct

• Algorithm set off flash crash according to SEC. (WSJ)
• Flash Crash Report Summary. (Market Watch)
• SEC/CFTC blame algorithm for flash crash. (Market Watch)
• SEC confirms arbing NBBO latency was possible. (Zerohedge)
• SEC releases flash crash report. Blames Waddell and Reed. (Zerohedge)
• CME refutes SEC's scapegoating of Waddell and Reed. (Zerohedge)
• SEC says quote stuffing not responsible for flash crash. (FT Alpha)