3 ms·
What is the point of adding X ms delay to your order? What does it fix? The "problem" with HFT is that participants can quickly pull out the limit orders, so yo
by shitgoose 8y ago
What is the point of adding X ms delay to your order? What does it fix? The "problem" with HFT is that participants can quickly pull out the limit orders, so your market order will be executed at the price that is worse than you expect. Jitter doesn't fix it. If anything, it will make it worse, i.e. your order will hit the market that is quite different from what you saw when you sent the order.
- lolc 8y agoNot delay, jitter. It removes the possibility of timing orders to sub-second intervals. It's supposed to prevent people from spending resources on a zero-sum game.