2 ms·
Yeah and the old DMM's used to stub quote when things got rough. Same shit, different day. Under most environments, HFT has been a net positive particularly in
by qeternity 8y ago
Yeah and the old DMM's used to stub quote when things got rough. Same shit, different day. Under most environments, HFT has been a net positive particularly in the single name options market. Pretty much every name out there is quoted with decent depth because an algo can now quote a few vols either side and make decent coin given that it costs nothing to stay laid up these days.