You can add location information to your Tweets, such as your city or precise location, from the web and via third-party applications. You always have the option to delete your Tweet location history. Learn more
I mean I mostly agree but it doesn’t negate my main point which is that trying to explain away every intraday market move with mechanical factors cannot be done, at best you can explain a few % of the variance.
The points I disagree with — that you could have five HFTs all front-running the same passive order in full size and all selling to it, obviously that can’t happen (you can’t sell more than they want to buy) so there is a limit to how much the move can be magnified,
and in any case this would just add a small amount of temporary market impact (maybe a bp or so) to the passive order, it would not be responsible for big (tens or hundreds of bps) market moves or persist for long periods of time.
I agree but you miss my point. If X needs to buy A at any price(passive), Y(HFT) can buy A and sell A to Z(HFT) before Z sells A to X at ever higher prices. Repeat this process over the course of the day and all of a sudden a few bases points adds up to a few percent.
It’s become a bit of a dirty word in the HFT space but it’s called ‘low latency trading’
Basis not bases 
Twitter may be over capacity or experiencing a momentary hiccup. Try again or visit Twitter Status for more information.
