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Do you work in HFT? Because as someone who used to work in HFT, I can say with 100% confidence that the algorithms are not found in economics textbooks.
by vecter 12y ago
Do you work in HFT? Because as someone who used to work in HFT, I can say with 100% confidence that the algorithms are not found in economics textbooks.
- lordnacho 12y agoI was about to say the same thing. I've studied economics, and worked in latency sensitive finance, though not for one of these firms, and I've never come across anything that was obvious. Perhaps you could enlighten us about was sort of thing is used, because time constraints seem to imply the algos must be quite short.