Re:The high-frequency trading arms race: frequent batch auct...
by aserafini on Monday October 18, 2021 @02:09AM
(#28902718)
But if you submit your trade ‘first’ you miss out on any information that arrives afterwards.
Maybe it cancels out the advantage of being ‘first’? I am admittedly well outside my area of expertise.
If the trades are priority queued, then you have just recreated the speed "arms race" that this idea hopes to eliminate.