2 ms·
Interesting... I actually know someone working on a project similar to this (who works at an HFT firm) - if not actually this. His team was simulating and test
by lettergram 9y ago
Interesting... I actually know someone working on a project similar to this (who works at an HFT firm) - if not actually this.
His team was simulating and testing how various weather conditions could affect trade placement times. For instance, does a high-pressure system, a heat wave, a blizzard, etc. impact the trade placement times, if so how does that impact the algorithms.
He works out of Chicago and I've heard of similar things before, so this isn't unknown to people in the area.