4 ms·
Fair enough. Unless you're talking about lags for automated trading systems/ algos where even that single "I really can't measure this" sec difference counts.
by umichguy 8y ago
Fair enough. Unless you're talking about lags for automated trading systems/ algos where even that single "I really can't measure this" sec difference counts.
- brennebeck 8y agoI mean, sure, the precision matters for HFT but at the scale the point would be moot since the time is so minuscule. Unless you hyperscale it: “on 1,000,000 trades the 50ms difference becomes very pronounced and could cost us $z” or something of the sort. But I still think it loses “the spirit” of the method — best way I can phrase that.