Comment Comment by Jorge1o1 I’ve had to fill out forms for new algorithms / quant strategies with questions like:- how many orders per minute do you expect to create?- how many orders per minute do you expect to cancel/amend?- what’s your max per-ticker position?- what’s your max strategy-level GMV/NMV?Etc.Any one of those questions can be used to set up killswitches.[edited for formatting] parent Jorge1o1 3 years ago
- how many orders per minute do you expect to create?
- how many orders per minute do you expect to cancel/amend?
- what’s your max per-ticker position?
- what’s your max strategy-level GMV/NMV?
Etc.
Any one of those questions can be used to set up killswitches.
[edited for formatting]