3 ms·
If you added a little random noise to order timestamps, traders would have less incentive optimize for speed and would direct their efforts elsewhere.
by wisty 15y ago
If you added a little random noise to order timestamps, traders would have less incentive optimize for speed and would direct their efforts elsewhere.
- pasbesoin 15y agoAn interesting idea for a less invasive / technically transformative change. (And a new meaning for the term "jittery market". ;-)