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What is price latency arbitrage?

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Latency Arbitrage is an important concept when discussing High Frequency Trading, and refers to the fact that different people and firms receive market data at different times. read more

Latency Arbitrage is an important concept when discussing High Frequency Trading, and refers to the fact that different people and firms receive market data at different times. These time differences, known as latencies, may be as small as a billionth of a nanosecond, but in the world of high speed trading, such differences can be crucial. read more

“Slow market arbitrage” or “latency arbitrage,” in which a high-frequency trader arbitrages minute price differences of stocks between various exchanges. read more

“ARBITRAGE: Internet, connectivity delays, and price feed errors sometimes create a situation where the price displayed on the BROKERs online facility do not accurately reflect the market rates. BROKER does not permit the practice of latency arbitrage on the BROKERs trading platform. read more

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