3 ms·
My guess is that the algorithms do well within say one standard deviation range but beyond that the computers step away. Once the computer volume drops, market
by johnl 16y ago
My guess is that the algorithms do well within say one standard deviation range but beyond that the computers
step away. Once the computer volume drops, markets get thin
and "Market Orders" produce the results you see. You see bad
fills quite a bit in penny stocks but never in these large volume stocks.