> Or the trading platform thats running sub millisecond trades and downtime means 300,000 USD per minute. I mean, I'll bite. Assuming you only traded 6 hours

> Or the trading platform thats running sub millisecond trades and downtime means 300,000 USD per minute. I mean, I'll bite. Assuming you only traded 6 hours a day (ie US) that'd be a 27bn dollar a year strategy, and the only way for returns to be linear and trading to be sub milli is market making/arbitrage. That is a lot of half spreads...