Algorithmic Trading
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Algorithmic Trading
Algo Trading Tips, Strategies, and Techniques
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High Frequency Accounting

The “Veyron” strategy (appropriately named, given the performance) essentially seeks to buy and sell passively on both sides, collecting rebates. You need to have a low-latency infrastructure in order to ensure that, when one order is filled, you can quickly respond with the opposing order (i.e. if your buy fills, you need to quickly shoot off a sell order to catch slower traders before the price moves further).

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