Re:High-Frequency Traders Push Closer to Light Speed with Cu...
by bostik on Wednesday December 16, 2020 @09:36AM
(#25442963)
You are talking about a relatively "new" concept, called Frequent Batch Auction, or Periodic Auction[0].
I remember first hearing about these ideas in the mid-noughties (around 2004..2007), but then again, I was in a technical university with an economics department. The FCA link refers to a paper from 2013, so by that time the topic should have been pretty well researched.
I remember first hearing about these ideas in the mid-noughties (around 2004..2007), but then again, I was in a technical university with an economics department. The FCA link refers to a paper from 2013, so by that time the topic should have been pretty well researched.
0: https://www.fca.org.uk/publications/research/periodic-auctio...