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Algorithmic Trading
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Re: Algorithmic Cancel Replaces
Greg Malatestinic / Reuters 8 Sep 2006 11:18AM ET Hi all,
I think the best course of action would be to find out from the algo providers themselves how they handle this situation. John P.'s analysis is quite correct, but I wouldn't be surprised if there were some subtle differences amongst the providers when you compare how they hanlde this.
Any brokers out there want to weigh in?
-Greg
Re: Algorithmic Cancel Replaces Greg Malatestinic / Reuters 8 Sep 2006 11:18AM ET |