Latency Models in HFT Backtests Explained
Latency models in HFT backtests decide which fills are real. See how feed delay and order entry delay differ, and what a zero latency fill quietly hides.
Filtering by topic #market making · clear
Latency models in HFT backtests decide which fills are real. See how feed delay and order entry delay differ, and what a zero latency fill quietly hides.
How market makers quote prediction markets: why a payoff capped at $1 makes inventory risk computable up front, and why spreads widen into resolution.