Re:Introduction to Algotrading (2011) [pdf]
by jmrobertson on Friday February 22, 2019 @09:05AM
(#19225353)
That's a great point. I agree that this will sort of resolve itself, until MIT puts out some new Cat 8 ethernet or some major hardware jumps, the returns start plateauing quickly. When there's such a large barrier to entry, and with only a handful of HFT/DMMs moving the major volumes, that's somewhat of an systemic risk to the tune of a SysAdmin/DevOps guy screwing up a deployment, i.e. what took down Knight Capital
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