Home
Order-to-Trade Ratio (OTR) in HFT — How Exchanges Measure Algorithmic Activity and Control Excessive Messaging
Order-to-Trade Ratio in HFT: How Exchanges Monitor Algorithmic Activity and Control Excessive Messaging Introduction: In HFT, Every Message Has a Cost High-frequency trading is not simply about placing orders faster than competitors. It is about using exchange connectivity, quantitative models and execution algorithms to make thousands of decisions while maintaining control over trading costs, market […]
Read More%20in%20HFT%20—%20How%20Exchanges%20Measure%20Algorithmic%20Activity%20and%20Control%20Excessive%20Messaging){kind=link}