3 ms·
Is it HFT or algorithmic trading? In my view HFT is a based on arbitrage between exchanges. If so my experience is negative. The price fluctuations are too smal
by vpupkin2017 10y ago
Is it HFT or algorithmic trading? In my view HFT is a based on arbitrage between exchanges. If so my experience is negative. The price fluctuations are too small to compensate for fees (0.5%) and most of the exchanges have no arbitrage within say 250ms interval.
- atemerev 10y agoHFT is quite rarely about arbitrage, in fact (at least not directly). I don't do arbitrage (there are easier ways that I hadn't fully exhausted yet), but between e.g. OKCoin and GDAX 30-second delays are common every day. The best way of dealing with the fees is not paying the fees. ;)