You have to have your server very close to where the trading occurs. If the imbalance in the trade exists for a few microseconds and if your connection takes 10

You have to have your server very close to where the trading occurs. If the imbalance in the trade exists for a few microseconds and if your connection takes 10's of milliseconds you have no chance. Secondly these trading firms are hiring PhDs a lot of money to come up with these algorithms. So you need to make sure you can come up with something a little smarter.