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As for HFT, there is not and will not be a single argument from Renat's side, as he is at best a theorist on this subject and at worst unwilling to learn.
Look into the eyes of your liquidity provider and ask:
I have asked such questions many times (it's my job, no matter who wants to present otherwise) and I know the real answers. We are talking about forex.
https://www.mql5.com/ru/forum/10454/page53
Does anyone know the answer to this question? Why don't brokers themselves, asRenat Fatkhullin claims,arbitrage when they find negative spreads between different liquidity providers?
Look into the eyes of your liquidity provider and ask:
I have asked such questions many times (it's my job, no matter who wants to present otherwise) and I know the real answers. We are talking about forex.
https://www.mql5.com/ru/forum/10454/page53
Does anyone know the answer to this question? Why don't the brokers themselves, asRenat Fatkhullin says,arbitrage when negative spreads between different liquidity providers are detected?
Maybe because they are kitchens? Or someone puts your $10 bet on the market?
How many times can you chew on the same topic for years...
Maybe because they are kitchens? Or is someone putting your $10 bet on the market?
How many years can we chew on the same topic...
Well, understandably the kitchens, what prevents them from arbitrage themselves if they have liquidity flow from different brokers?
Well, understandably the kitchens, what prevents them from arbitrating themselves if they have liquidity flow from different brokers?
Because institutional arbitrageurs with access to the interbank market arbitrate, and retail brokers only dream of their financial and technical capabilities
If something is found, we may start such amount of terminals for all these brokerage companies and each terminal will save ticks in the real time mode and analyze them for arbitrage.
At least this is not a guessing game of random sequence of price time series.
I've seen similar requests on freelance. You can show yourself in the archive and try to communicate on this subject with the customers - if the idea does not pay off, then for sure they will offer to buy back the Expert Advisor written by them.Well understandably the kitchens, what prevents them from arbitrating themselves if they have liquidity flow from different brokers?
there is an explanation.
firstly, it is not a risk-free strategy
secondly, if the strategy is successful, it is the same toxic.
logically it is more profitable to give this arbitrage to end users and increase their marcap or shut down trading in case of claims.
And still I do not understand, given the large number of brokers and the variety of traded instruments, is there really no possibility of arbitrage between them for a mere mortal trader?