Chris Donnan : Programming – Brooklyn Style
software, trading, family, fun
Phantom Indexes
Posted HFT, algorithmic trading, economy, high frequency trading, low latency, trading on Thursday, June 23rd, 2011.
Posted HFT, algorithmic trading, economy, high frequency trading, low latency, trading on Thursday, June 23rd, 2011.
If so much volume trades off-primary – how valid are our index values??? Good food for thought.
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