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Just curious... would your market making strategy be susceptible to the spoofing strategy that allegedly caused the 2010 flash crash.
by jklein11 12y ago
Just curious... would your market making strategy be susceptible to the spoofing strategy that allegedly caused the 2010 flash crash.
- kasey_junk 12y ago> My bot even has additional logic to prevent it from being tricked by fake volume walls from other bots. Not the author, but this sentence I believe speaks to counter measures he is using to prevent spoofing. But like any counter measures it is an arms race. As the spoofers get more sophisticated he has to be as well.