That works in theory but as soon as you have multiple stocks batch auctions become worse than continuous. How are you can you implement a long/short strategy wi

That works in theory but as soon as you have multiple stocks batch auctions become worse than continuous. How are you can you implement a long/short strategy with auctions? If prices are transparent during the auctions then the stocks that runs the latest auction becomes susceptible to latency arbitrage so you're back to square one. If prices are not transparent you can't see prices during the auctions and you can't be sure of the relative prices for your long and short leg which complicates risk management considerably