Power to the high-frequency traders


With a greater number of dealers internalising flow and using interest-only application programming interfaces to access the market, the need to find a middle ground with the increasingly prominent type of market-makers has become a necessity. The development shows real progress from three years earlier, when banks were still being attacked by high-frequency traders employing latency arbitrage or statistical arbitrage strategies.

That has changed, according to Holden Sibley, head of Barx Americas

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