3 ms·
Interesting! Do you have any link where I can read more about it?
by Yrlec 12y ago
Interesting! Do you have any link where I can read more about it?
- kasey_junk 12y agoSure: http://faculty.chicagobooth.edu/eric.budish/research/HFT-FrequentBatchAuctions.pdf http://faculty.chicagobooth.edu/eric.budish/research/HFT-Fre... Note that this doesn't deal with the distributed systems problems of multiple exchanges so would require a universal exchange monopoly (ie an impossible and unwanted condition).