November 2019
Beginner
394 pages
10h 31m
English
The last big consideration in StatArb trading is the fact that to be successful in StatArb trading strategies as a business, it is very important to be connected to a lot of electronic trading exchanges to get market data across different exchanges across different countries/continents/markets. Being co-located in so many trading exchanges is extremely expensive from an infrastructure cost perspective. The other problem is that one needs to not only be connected to as many exchanges as possible, but a lot of software development investment needs to make to receive, decode, and store market data and also to send orders, since a lot of these exchanges likely use different market data feed and order gateway ...