| 07.12.2015 Opalesque Exclusive: Randomness in orders could head off HFT front-running |
| Bailey McCann, Opalesque New York: New research from MIT's Sloan School of Management suggests that if institutions want to get around the front-running of high-frequency traders, they may want to consider inserting randomness into their order flows. The basic mechanics of it work like this - HFTs are constantly monitoring the market to detect patterns and orders. When HFTs pick up on |