Execution risk

Discussion in 'Automated Trading' started by hrokling, Apr 24, 2007.

  1. I have a question for the more seasoned of you, a question about execution risk when arb'ing a future vs stock (say YM vs DIA).

    Obviously the spread is tight, with DIA and YM moving in tandem. But let's say you're hosting your system with Genesis, and it is lightning fast, is it totally impossible to get execution on ECBOT when your order is filled?