3 ms·

An example of latency arbitrage is... Arbitrage requires that you cross the trade. You've merely described a following Algorithm. One that leaves open long pos

by 001sky 13y ago

An example of latency arbitrage is... Arbitrage requires that you cross the trade. You've merely described a following Algorithm. One that leaves open long positions.

gd1 13y ago
And you've merely tried to change the subject. Something can't be front-running if it happens after a publicly disseminated market event. Understood? Flash orders = front running. Trading ahead of client flow = front running. Latency arbitrage != front running. HFT market making != front running.
- 001sky 13y ago
  Arbitrage is precisely the subject. Sorry you don't understand that.
  - easytiger 13y ago
    It isn't front running, stop being a dick
    - 001sky 13y ago
      Actually, it is "synthetic" front running.