Doug Colkitt - High Frequency Trading, MEV Strategies, and CrocSwap (S6E3)
Flirting with Models
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How to Maximize Your Fills Without the Market Rolling Over You and Your Spread
When volatility gets super high and markets start moving really fast, it's actually market makers can generate a lot of money. A lot of people just haven't built their infrastructure to process data that fast. People who are trying to passively work in execution order are not in the order book. So even if you get hit more, you're making a lot more in that spread.
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