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>Batch auctions don't deal with the main area of "high frequency shenanigans" which is cross exchange arbitrage. I find this extremely difficult to believe, go
by bobcostas55 11y ago
>Batch auctions don't deal with the main area of "high frequency shenanigans" which is cross exchange arbitrage.
I find this extremely difficult to believe, got any numbers to back it up? Surely the vast majority of the volume comes from market making activity...
- kasey_junk 11y agoI suppose it depends on what your definition of shenanigans is. In the context of IEX & their artificial delay that is purely to deal with cross exchange trading. Most of which is market making activity.