2 ms·
Without a ton of volatility, any homebrew HFT is going to lose to commissions and spread. Basically, he was trading in one of the few periods where is was poss
by jcampbell1 14y ago
Without a ton of volatility, any homebrew HFT is going to lose to commissions and spread. Basically, he was trading in one of the few periods where is was possible to make money.