Re:Lessons learned building an ML trading system
by roenxi on Wednesday November 27, 2019 @06:57PM
(#21653407)
> you would see much less demand/supply
Why? If the HFT firm was willing to offer me $X 2 milliseconds ago they are probably still willing to offer $X now. It isn't like there has been time for anything to change; there are going to be short periods of time where there is literally no new information.
And they are just as likely to be offering me more now than less as conditions change.
Why? If the HFT firm was willing to offer me $X 2 milliseconds ago they are probably still willing to offer $X now. It isn't like there has been time for anything to change; there are going to be short periods of time where there is literally no new information.
And they are just as likely to be offering me more now than less as conditions change.