5 ms·
I'm no expert in such matters, but from the tone of his article (and those of the comments) I think the author is implying that this is due to a large amount of
by dtf 17y ago
I'm no expert in such matters, but from the tone of his article (and those of the comments) I think the author is implying that this is due to a large amount of book-cooking, rather than any genuine HFT activities.