Latency Arbitrage Wednesday November 19th, 2014 – Posted in: Arbitrage Software

In this article, we’re going to discuss latency arbitrage and the tools we have developed to help latency arbitrage traders. Let’s start with the definition first. Latency arbitrage is a type of high-frequency trading based on the use of a “fast broker” that transmits quotes rapidly to the trader. LMAX and Saxo Bank are both examples of a fast broker. Both send quotes through the FIX API or ITCH protocol. These two protocols are faster…

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