Hi,
Last time I made some HFT algo wich is sort of latency arb.
It's possible be profitable if trade it in USA (not in UK) via good liquidity.
But ... LP providers are not stable. They can do fault and then do huge slippages.
And a lot of peoples say my - "WOW, no one bank pool will not allow trade algo".
Yes, it's possible try split trade via several LP providers, but finally it's not stable business because any LP provider/pool can rejects trades.
My question - how does it possible do money?
PS. One trading day when LPs was good for me. Blue line my 12 usd per 1M comm, and orange dream level comm 7 usd (research of course). It's live market.
Regards,
Eugene.
Last time I made some HFT algo wich is sort of latency arb.
It's possible be profitable if trade it in USA (not in UK) via good liquidity.
But ... LP providers are not stable. They can do fault and then do huge slippages.
And a lot of peoples say my - "WOW, no one bank pool will not allow trade algo".
Yes, it's possible try split trade via several LP providers, but finally it's not stable business because any LP provider/pool can rejects trades.
My question - how does it possible do money?
PS. One trading day when LPs was good for me. Blue line my 12 usd per 1M comm, and orange dream level comm 7 usd (research of course). It's live market.
Regards,
Eugene.
