"The data center is in Japan, and the safety and speed are guaranteed" In Hedge Fund, speed is everything, generally speaking, hedge fund high-frequency trading strategies rely on algorithms to complete the whole process of "data reception→ strategy calculation→ order sending → execution confirmation" in microseconds (μs) or even nanoseconds (ns) levels You can understand it as large-scale formula news, faster and smarter than formulas As for why it is Japan, it is because Wall Street capital can connect the Tokyo Stock Exchange (TSE), Hong Kong Stock Exchange (HKEX), and Singapore Exchange (SGX) at the same time through the Japanese computer room, and can use the price difference between the three markets to carry out arbitrage If the delay in the computer room is reduced from 1 millisecond to 0.1 milliseconds, the strategy can capture 30%-50% more arbitrage opportunities, which is a steady profit for arbitrage of large funds Now the on-chain market is undergoing a...
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