avoid algos that are likely to suffer under those conditions.
I agree and we would if we had only known … 26.6 points spread yesterday at one point!?
Yeah we’ll have to put the Little 1 Sec cash machine toys back in the cupboard until better weather comes!? 🙂
often big spread = big average true range
Yeah IG probably have some algo that ramps up the spread relative to ATR … maybe it is surprising that spread during normal market hours stayed so low for so long!? 🙂
