4 ms·
This would make tons of sense with regard to actual HFT firms. If you're whole schtick is doing stuff over timescales that are (far) shorter than a minute, bein
by joshuamorton 5y ago
This would make tons of sense with regard to actual HFT firms. If you're whole schtick is doing stuff over timescales that are (far) shorter than a minute, being locked into a position for hours is risk you really don't want to take.
- ksdale 5y agoExactly, the randomness of overnight would completely erase the consequences of a day full of miniscule trades.