4 ms·

I 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 ?