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A comment on The high-frequency trading arms race: frequent batch auctions (2015). Parent comment

Re:The high-frequency trading arms race: frequent batch auct... by akvadrako on Sunday October 17, 2021 @03:35PM (#28899108)
That just leads to the same question: is there proof its harder to game random batches?
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Re:The high-frequency trading arms race: frequent batch auct... by fighterpilot on Monday October 18, 2021 @02:36AM (#28902825)
Gameability is distinct to whether there is an advantage to low latency. A random batch auction will be gameable but not so much via speed. Not sure how a math proof would work for that though.
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