Re:Hedge Fund Wants to Use Atomic Clocks to Beat High-Speed ...
by anarcticpuffin on Monday July 11, 2016 @11:39AM
(#12071769)
Usually the orders are split much more fine-grained than that. This type of patent is around executing the very small slices specifically designed to scrape off what's available at the top of the market across all the various venues at once. Once that liquidity is scraped, there's a delay to let liquidity replenish and then more is scraped.
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