Comment Comment by jwie Orders should have some durability and it would probably change behaviors enough to make hft go away.If you list a buy or sell order it just has to be in force for some period of time, say a minute or something.HFT shops will say this would reduce liquidity, but it would only make clear what real liquidity was in the first place. parent jwie 2 years ago
If you list a buy or sell order it just has to be in force for some period of time, say a minute or something.
HFT shops will say this would reduce liquidity, but it would only make clear what real liquidity was in the first place.