Recent content by rossw

Lots of different ways here. You could have good queue priority on both sides and make the spread (the ideal but rare). You could have bids stacked within the queue and when done on the front bids pull your back level ones before doing bad trades. You may even pull your bids and hit the...

very interesting thread, especially as I work at one of the other firms you mentioned earlier on although personally I'm more interested in what types of MFT strategies you'd consider viable for the at home trader either way, mainly just commenting so I can subscribe to the thread to keep up...