High humidity is slowing high speed trading in New York
Kislay Bihari, Associate at Talwar Thakore & Associates (TT&A)
Thursday, July 5, 2018
...The delay is 8 microseconds (1 microsecond is one-millionth of a second) because it's rather muggy outside. Not sure whether to be impressed or amused.
Also, do HFT firms factor in weather risk when devising their strategy (genuine question)?