9 931 Nov 23, 2020 #11 windwave said: Some HFTs utilize maker orders to save on spread and commission. That's why most of their orders are canceled. More... At <than half the spread lots of opportunities to make money open up. Might have ended my research into market dynamics long ago if 0-0.5x spread possible. I probably cannot post marketmaker orders.. What would the barrier of entry be?
windwave said: Some HFTs utilize maker orders to save on spread and commission. That's why most of their orders are canceled. More... At <than half the spread lots of opportunities to make money open up. Might have ended my research into market dynamics long ago if 0-0.5x spread possible. I probably cannot post marketmaker orders.. What would the barrier of entry be?
