Re:D.E. Shaw and how computer geeks and English majors trans...
by hchz on Saturday July 25, 2020 @05:01PM
(#23952395)
This is algo trading, or execution optimization.
They aren't measuring the market / order book and then reacting at high frequency. They are reacting at low frequency and then the execution is optimized to minimize losses caused by market feedback.
This is a very important distinction if you hold the view that HFT risks destabilizing markets.
They aren't measuring the market / order book and then reacting at high frequency. They are reacting at low frequency and then the execution is optimized to minimize losses caused by market feedback.
This is a very important distinction if you hold the view that HFT risks destabilizing markets.