Comment by b0a04gl
2 days ago
true, you want microsecond decisions at the core, no doubt ; but that’s only half the game. an ideal action in clean memory isn’t the same once it hits fragmented liquidity, stale quotes, partial fills. if the algo doesn’t account for execution drift or book pressure post-placement, the microsecond edge fades fast. so yeah, fast compute’s necessary but not sufficient without modelling the messy tail end too
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