It is actually illegal to beat an opponent's bot in HFT. It is regulated. One is not supposed to release a strategy on the market, which goal is "to beat an op

It is actually illegal to beat an opponent's bot in HFT. It is regulated. One is not supposed to release a strategy on the market, which goal is "to beat an opponent's bot". There've been precedents of that (i.e. bot of a pension fund figured out and beaten by algorithmic trading company bot) and the resulting trades were reversed, fines imposed by regulators. Source. 4 years of R&D at HFT company that traded around $10^10 during that time :)