There are HIGH FREQUENCY TRADERS and they know this area well. I only know about it because someone I had lunch with so I'll share how they fixed the lag. Ready?
They opened an office within a few blocks of the target trading system and opted for the fastest internet connections they could get.
It wasn't a matter of computer speed at all. It was location.
Everyday we are part of a blind currency auction, We have down the amount of currency we´re asking for
and the optimal exchange rate but the issue we have it´s that we keep getting > 10th positions, so the people in
the top 4 positions are the one who win.
-We have developed a webformfill that automates all the information
filling and clicking when the market opens at 7:00:00.0 AM.
-We have upgraded computer hardware to 16 GB ram and i7 proccesors
-we have 4 different dedicated ISPs each with speed of 30 MB/S up and down
-The ping of the auction´s website is 35 ms and 11 hops between them and us
-we have tried amazon ec2 servers capability (it was slow for this purpose)
So my questions is how can we get better positions if we have "good" computers and internet connections
compared with the people we´re competing against at and we even have a software that automatically do everything for us.
WHATS MISSING?? HELP!