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A comment on Lessons learned building an ML trading system. Parent comment

Re:Lessons learned building an ML trading system by jstanley on Wednesday November 27, 2019 @06:02PM (#21653041)
You can't simply front-run someone else by having deep pockets.

The only way that is possible is if you gain privileged information about that person's orders before they actually hit the book. The most practical way to do this is to be the exchange.

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Re:Lessons learned building an ML trading system by traK6Dcm on Wednesday November 27, 2019 @06:03PM (#21653052)
Or to pay the exchange a large sum to get privileged access :)
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Re:Lessons learned building an ML trading system by crazypyro on Friday November 29, 2019 @10:26AM (#21664894)
Seems they just simply could sell a faster connection and just call it an "institutional feed".

Regulated financial exchanges basically do this already.

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Re:Lessons learned building an ML trading system by johnvonneumann on Thursday November 28, 2019 @05:16AM (#21656036)
> You can't simply front-run someone else by having deep pockets.

Well you can, as was discovered in the Haim Bodek HFT shit storm.

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