Fierce competition on speed is a defining feature of modern financial markets. In response to a price signal with certain consequences, a race among market participants occurs based on how quickly ...
"The opportunities in US equities for straight speed low-latency arbitrage are pretty much gone unless you are a major player," said Chris Bartlett, a partner at high-frequency shop Nobilis Capital.
Data centre moves by Euronext and SIX Swiss Exchange could increase implicit costs by allowing larger firms with faster connections to take advantage, says Cowen’s James Baugh. With Euronext’s data ...
The trading venue reported a 50% reduction in average latency on its equities order book, while its ETFs order book has seen a 66% reduction. The London Stock Exchange completed a data centre and ...
We know that U.S. equity futures and S&P 500 index prices track each other very closely, so clearly arbitrage occurs. Today, using low latency data, we identify large amounts of the value in the S&P ...
Arbitrage is a fundamental concept in finance, playing a crucial role in determining prices for assets like currencies, ...