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Actually yes, Chris Stucchio's posts on the subject are pretty in depth starting with https://www.chrisstucchio.com/blog/2012/hft_apology.html https://www.chris
by grinnbearit 11y ago
Actually yes, Chris Stucchio's posts on the subject are pretty in depth starting with https://www.chrisstucchio.com/blog/2012/hft_apology.html https://www.chrisstucchio.com/blog/2012/hft_apology.html
You could also look at the book, Flash Boy's Not So Fast, which takes apart, page by page, all the arguments in the book, Flash Boys
http://www.amazon.in/Flash-Boys-Insiders-Perspective-High-Frequency-ebook/dp/B00P0QI2M2 http://www.amazon.in/Flash-Boys-Insiders-Perspective-High-Fr...
- HiLo 11y agoSorry to piggyback on your point and rip off Matt Levine a little bit, but most of the cage rattling seems to ultimately come from people who are mad that it's harder to slip in their huge orders without having a price impact like it should.