6 ms·
I don't know the exact definition of HFT but I did run my algorithm from a server collocated with my broker close to the exchange. I modelled lag time in simula
by jspaulding 14y ago
I don't know the exact definition of HFT but I did run my algorithm from a server collocated with my broker close to the exchange. I modelled lag time in simulation and not having it collocated certainly would have hurt.