2 ms·
The only non-arbitrary boundary is the one set by physics. Everything else is arbitrary. There are ways to greatly reduce front-running of orders, but that actu
by drob518 1y ago
The only non-arbitrary boundary is the one set by physics. Everything else is arbitrary. There are ways to greatly reduce front-running of orders, but that actually is an orthogonal issue to HFT and microstructure level trading.