
Should We Set a Speed Limit on High-Speed Trading? - nreece
http://daily.jstor.org/speed-limit-high-speed-trading/
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signa11
what about a simpler strategy of randomizing order delay between 10ms - 150ms
or thereabouts ? that might mess with lot's of algo's no ?

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gbin
I think it would still advantage fast traders because they'll know that
statistically they might be faster than other orders sent original around the
same time.

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signa11
> ... statistically they might be faster than other orders sent original
> around the same time

how about if you take a block of interval (10-150 ms), and mess up, err,
randomize all orders within that interval ? there goes the statistical
advantage. moreover, if the difference in arrival of order between the fastest
and slowest upto say 1(or 2)-sigma is what is taken (as the interval block)
then it should level the playing field somewhat perhaps ?

