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kbenson on Aug 20, 2015 | parent | context | favorite | on: Designing and Building Stockfighter, Our Programmi...

A few years back there was a HFT guy that posted a few blog entries describing (and defending through it's liquidity creating properties, IIRC) HFT setups. I don't have the article, but I imagine both tptacek and patio11 (and a slew of others) have a good idea of what I'm talking about, and may be able to dig up a link. You might find it interesting (if it's not already entirely covered by Flash Boys, which I haven't read).

patio11 on Aug 20, 2015 [–]

Was that HN's own yummyfajitas?

https://www.chrisstucchio.com/blog/2012/hft_apology.html https://www.chrisstucchio.com/blog/2012/hft_apology2.html

kbenson on Aug 20, 2015 | [–]

Yes! I can confirm that from the name alone, now that you've reminded me. :)

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