2 ms·
'idohft responded (well) directly to your scenario, so I'll respond on a meta note: Putting aside whether or not your scenario is possible, profitable or actua
by dsacco 9y ago
'idohft responded (well) directly to your scenario, so I'll respond on a meta note:
Putting aside whether or not your scenario is possible, profitable or actually front-running; by your own admission, not all of HFT is illegal, so why do we need to care about HFT trading based on the order book? What is sinister about formulating a trading strategy based on the order book itself?
In case this hasn't become clear - I am trying to demonstrate (Socratically) that the premises you're deriving your conclusions from aren't entirely coherent.