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So anyway... one more leg up, fake and break, break and fake? I don't think the BS party is over with yet.

Everything involving programmatically coding something relies on basic coding and statistics. Python is not a secret weapon here (it can be done with any language) it's just that a lot of the "quant" types have gravitated towards it for whatever reason and there are existing libraries available...

No issue with HFT myself but big issue with any latency arbitrage that takes advantage of the fragmented nature of equity exchanges and the pay-to-play nature of it.

I don't care how great or rich Singapore is, I'm by default heading to Malaysia or Indonesia way before SG because there's an actual soul present. Singapore *is* sterile and *is* boring.

Okay, so what are you actually going to buy gold with then? If you were to buy it with silver you'd need quotes for XAUXAG or GC/SI type stuff. Since the actual instrument is quoted in USD, a strong or weak dollar definitely makes a difference.

FALSE

I would expect some kind of monetary compensation (platform fees waived for a year) here given that the platform did indeed remove orders that were already submitted on a trade that was specifically setup for this situation. At a minimum I'd be pissed off.

Gaudy interior, I'm certain atleast a few lines of coke have been railed there.

https://ftalphaville.ft.com/2017/05/19/2188959/consider-avoiding-icebergs-this-summer/ Consider avoiding icebergs this summer MAY 19, 2017 By: Alexandra Scaggs Information is a funny thing: More is usually better. But once there’s enough data out there, only specialists have the time and...

You said "worst case, his cash gets tied up" - as in the position is actually an "unrealized" loss but he's still holding on for an eventual reversal. In my neck of the woods we call that "inability to admit when wrong."

No that doesn't beat "losing it to other traders" - the money is already lost. Look, consider any trade as pretty much being marked to market daily. That money is no longer there - and opportunity cost of capital has been realized, i.e. it's no longer capital that can be deployed elsewhere for...

Looks like ICE is trying to drum up some volume in W options:

A better question here might be: what's wrong even if you are being serialized here? Meaning: why do you need high concurrency for something like contract details? Are you pulling a large number of them that this is becoming an issue or is this really just a "nice to have" thing?

Until he gets hit by that one that just doesn't come back. High win consistently doesn't necessarily mean positive expectancy in the long run. If he's doing this type of thing regularly he better keep his position size strictly under control.

It may be concurrent, but it's clear you're being serialized somewhere.

I think it might work actually. The problem is you'd still get yanked even if you weren't getting filled due to the obvious orders being stacked and pulled. One would have to mask it to appear as an autospreader of some sort (which might even be semi-legitimate given one could claim they were...

Can always just go synthetic short but I'd imagine you'll still end up paying borrowing costs indirectly (but one doesn't need to locate).

This is from the VXX prospectus (section PS-22), specifically in reference to the "S&P 500 VIX Short-Term Futures Index TR" calculation, but I'd imagine is also utilized as part of the actual rolling logic:

Yep - and this brings up another potential angle where they could be seriously hamstrung if PFOF were to become heavily regulated or outright banned.