Anyone know how good millennium is for quant strategies that aren’t HFT but still latency sensitive?
Are there any PMs that also execute their own trades at Millennium or is everything outsourced to a shared team of execution traders? Are these execution traders able to execute according to edge levels within a model that you provide (ie buy $x at 1% cheap, buy $2x at 2% cheap, sell to cover at fair, etc)?
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