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Self-Trade Prevention in HFT — How Algorithms Avoid Trading Against Their Own Orders
Self-Trade Prevention in HFT: How Algorithms Avoid Trading Against Their Own Orders Introduction: When Your Own Algorithms Become Your Counterparty Imagine a proprietary trading desk running two independent algorithms in the same stock or index future. Algorithm A places a buy order at ₹500.10. At almost the same moment, Algorithm B places a sell order […]
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