4 ms·
If my orders get random priority I will just spray a bunch of smaller orders onto each level. Look at the Eurodollar markets. You get execution priority based o
by hft_throwaway 13y ago
If my orders get random priority I will just spray a bunch of smaller orders onto each level. Look at the Eurodollar markets. You get execution priority based on size there and traders just send massively oversized orders.
Why is the goal to remove HFT?