pwillow
A long time since I was a serious programmer.
As funbet espoused, and others, VHF trading seems to be the real thing.
Like you, I suspect there is likely to be a flaw there that can bring everything undone just as every other previous whizz-bang computer trading system has.
How? Don't know but you have given me something to think about.
It would seem that it can only work on minimal transaction costs so any transaction tax would kill it, and that seems in the works.
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