The Quantum Leap of Speed in Options Trading
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BTCCSquare news:
In the high-stakes arena of options and futures trading, execution speed is no longer a luxury—it is a Core determinant of profitability. The demand for 'lightning speed' is intrinsically linked to minimizing slippage, the costly discrepancy between ordered and executed trade prices. In volatile markets, microseconds dictate success or failure.
Low-latency trading leverages advanced technology and automation to execute transactions with minimal delay, measured in milliseconds or even microseconds. Algorithmic and high-frequency trading (HFT) rely on this infrastructure to exploit fleeting pricing discrepancies. For quantitative investors, speed is survival: slower systems are systematically outperformed by those with technological edges.
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