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Why would anyone but high-frequency traders want to use it? And in that case, HFT would be on aggregate a losing proposition.
by kgwgk 8y ago
Why would anyone but high-frequency traders want to use it? And in that case, HFT would be on aggregate a losing proposition.
- gpderetta 8y agobecause that's were most of the trading volume is going to be.
- kgwgk 8y agoI don't know. I think ~15% of the daily volume is traded at the opening/closing auctions. Why do you think the end-of-second (or end-of-tenth-of-second) auctions won't be popular?
- dllthomas 8y ago> Why would anyone but high-frequency traders want to use it? Substantially lower spreads, possibly.
- deleted 8y ago[deleted]