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andylynch
on Oct 17, 2021
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The high-frequency trading arms race: frequent bat...
This hasn’t materialised as a problem (batch auctions are one on the MiFID II venue models) - some eu venues have run this model for around four years now, its definitely less widely used than other models but has a niche.
twic
on Oct 17, 2021
[–]
It might not have materialised as a problem because those venues are not handling as much traffic as the busiest CLOBs are.
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