Catch Me if You Can

First Published in Automated Trader Magazine Issue 06 July 2007

Automated traders whose strategies depend on speed are turning to ‘true’ direct market access to avoid the latency burden of futures clearers’ pre-trade risk management tools. Chris Hall looks at clearers’ efforts to monitor trading risks without imposing unnecessary restraints on high-frequency clients.

Stephane Di Tullio, Barclays Capital:

"Some checks … take maybe a millisecond, but any level of complex computation can add a lot of latency."

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