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Why Market Impact Is the Biggest Hidden Cost in High-Frequency Trading
Why Market Impact Is the Biggest Hidden Cost in High-Frequency Trading By an Institutional HFT Desk | AlgoTradingDesk.com High-frequency trading is widely perceived as a domain defined by speed, latency optimization, and microsecond-level execution. While latency, queue position, and spread capture dominate industry discussions, the true determinant of long-term profitability in HFT is far less […]
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