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How about along a randomized delay (0-T time) to each order? For T=30s it will largely nullify millisecond latency advantages.


> How about along a randomized delay (0-T time) to each order?

This is the sort of good idea that just entrenches the algos. (Former algorithmic derivatives trader.)

For small orders, these delays make no difference. For a big order, however, it could be disastrously embarassing. So now, instead of that fund's trader feeling comfortable directly submitting their trade using off-the-shelf execution algos, they'll route it to an HFT who can chunk it into itty bity orders diarrhea'd through to average out the randomness of those delays.




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