5 ms·
You're thinking of Optiver's The Hammer, though every HFT firm has basically done or is doing something like this. [1] Jane Street's version of this was absolu
by alpark3 1y ago
You're thinking of Optiver's The Hammer, though every HFT firm has basically done or is doing something like this. [1]
Jane Street's version of this was absolutely intentional.
[1] https://www.reuters.com/article/business/high-frequency-trader-optiver-pays-14-million-in-oil-manipulation-case-idUSBRE83J012/ https://www.reuters.com/article/business/high-frequency-trad...
- pclmulqdq 1y agoAh, my mistake. Optiver was The Hammer. The tower regulatory action was for spoofing. https://www.cftc.gov/PressRoom/PressReleases/8074-19 https://www.cftc.gov/PressRoom/PressReleases/8074-19