2 ms·
You can take an order, at least probabilistically. Suppose an HFT has an order on the market from 0.30 to 0.40. If you submit an order at 0.00, your order will
by yummyfajitas 12y ago
You can take an order, at least probabilistically.
Suppose an HFT has an order on the market from 0.30 to 0.40. If you submit an order at 0.00, your order will arrive at some time uniformly distributed between 0.00 and 1.00. With probability 0.1 you'll get a fill.