Recent Content by lgon

  1. HFT Myths

    For instance in futures market (e.g. CME), if you're not a MM your limit orders are filled depending on your queue position (MM have some pro rata...
    Post by: lgon, Dec 18, 2013 in forum: Automated Trading

  2. HFT Myths

    Great job hft. Some questions: 1) How reliable is market depth for algo models, for instance in CME, when so many orders are fastly created...
    Post by: lgon, Nov 21, 2013 in forum: Automated Trading