4 ms·
Should We Set a Speed Limit on High-Speed Trading?
- signa11 10y agowhat about a simpler strategy of randomizing order delay between 10ms - 150ms or thereabouts ? that might mess with lot's of algo's no ?
- gbin 10y agoI think it would still advantage fast traders because they'll know that statistically they might be faster than other orders sent original around the same time.
- signa11 10y ago> ... statistically they might be faster than other orders sent original around the same time how about if you take a block of interval (10-150 ms), and mess up, err, randomize all orders within that interval ? there goes the statistical advantage. moreover, if the difference in arrival of order between the fastest and slowest upto say 1(or 2)-sigma is what is taken (as the interval block) then it should level the playing field somewhat perhaps ?