4 ms·
Wouldn't the term "Statistical Arbitrage" be a more apt description of what you were doing? If you are relying on a broker-supplied pricefeed over the internet
by fr0sty 14y ago
Wouldn't the term "Statistical Arbitrage" be a more apt description of what you were doing?
If you are relying on a broker-supplied pricefeed over the internet you are far outside the real of what is traditionally understood as "High Frequency Trading".
- jspaulding 14y agoIt wasn't anything over the internet. I had a server rented at my broker who were situated close to the exchanges in Chicago and had direct lines. For sure I was not the fastest but only behind by a couple milliseconds perhaps.
- mej10 14y agoHow much does that cost?
- fr0sty 14y agoOk, that wasn't clear to me. You talked about programming hotkeys (and then automating the hotkeys) so I assumed this was running on your desktop.
- jspaulding 14y agooh right.. well in the very beginning it was.