Exactly, over the past 15 years of doing this I can basically recall every single day that my firm had a net loss, with Brexit was the biggest one. Most of the losses were due to technical failures/bugs/networking issues, very few one of them were due to issues with the model.
And yes, high throughput and low latency are critical aspects of our trading and they are factored into the model as well, in that for every deviation we observe from our model need to measure how long such a deviation is likely to last and we only trade on those which are likely to last long enough for the trading algo to complete.
And yes, high throughput and low latency are critical aspects of our trading and they are factored into the model as well, in that for every deviation we observe from our model need to measure how long such a deviation is likely to last and we only trade on those which are likely to last long enough for the trading algo to complete.