But there’s another method that HFT firms use to turn microseconds into micro-profits: latency arbitrage. Basically, it involves using HFT systems to pick out so-called “stale quotes”, which ...
Latency arbitrage detected in London dark pools What we talk about in Chart 4 above is what leads people to talk about latency arbitrage. A new academic study showed how this can work in ...
Reviewed by Samantha Silberstein Arbitrage is a fundamental concept in finance, playing a crucial role in determining prices ...