HFT Reality Check: Why You Can't Compete (And Don't Need To)
They trade in microseconds. You trade in seconds.
By the time you click "buy," they've already canceled their quote, moved the price, and taken the other side of your trade at a better price.
You can't beat them at speed. But here's the thing: you don't have to.
🚨 Real Talk
HFT firms make billions exploiting millisecond advantages. You'll never compete on their timeframe—and that's okay.
Your edge isn't speed. It's understanding their tactics and trading around them.
In this lesson, you'll learn:
- How HFT firms actually make money (it's simpler than you think)
- Why latency is the ultimate edge at micro timeframes
- The dark side: quote stuffing, order anticipation, and front-running
- How to adapt your execution to avoid being HFT liquidity
⚡ Quick Wins for Tomorrow (Click to expand)
- Switch to limit orders — Never use market orders during first/last 30 minutes of trading.
- Use iceberg orders — Hide large order size by showing only 10-20% at a time.
- Avoid opening volatility — Wait until 10:00+ AM when spreads normalize and HFT activity decreases.
Welcome to the Speed Wars
Picture this: You're sitting at home, watching SPY trade at $520.00.
You see a setup. You click "buy market order."
50ms Timeline: 0ms: You click buy @ $520.01 ask. 5ms: Order hits router (WiFi adds 2-5ms). 20ms: Reaches broker (HFTs detected pressure 15ms ago). 45ms: Reaches exchange—HFTs canceled $520.01, repriced to $520.03. 50ms: You fill @ $520.03. Slippage: $0.02/share. On 1,000 shares = $20. Multiply by billions = HFT business model.
💡 The Aha Moment
HFTs aren't predicting the future. They're just faster than you.
By the time your order arrives, they've already reacted to information you haven't seen yet.
HFT Latency vs. Retail
You: Home internet (20-50ms) + broker routing (10-30ms) + decision time (500-5000ms) = 50-200ms total. HFT: Co-located servers + direct fiber (0.5-2ms) + algorithmic decisions (microseconds) = 0.5-2ms total. 100x faster than you. Every. Single. Time.
Case Study: When HFT Speed Costs Real Money
Michael Chen, June 2023. $180K account. Bought 15,000 NVDA shares at market @ 9:32 AM (2 min after open). Expected fill: $410.50. Actual: $413.65. Slippage: $47,250 before first tick.
💀 What Happened (200ms timeline)
0ms: Michael clicks BUY MARKET. Screen shows $410.50 ask. 35ms: Order reaches broker. 75ms: HFT algos detect 15K buy imbalance. 80ms: HFTs cancel $410.50 asks, reprice to $411.25+. 95-180ms: Order fills across 18 prices ($411.25→$414.20). 200ms: NVDA returns to $410.80. HFTs profitable. Michael down $47K.
Math: Expected $6.16M, paid $6.20M = $47K loss (2.6%). If NVDA hit $420, HFTs extracted 49.6% of potential profit.
What He Should Have Done
✅ Correct execution: 10:45 AM (not 9:32), limit order $410.50, iceberg (show 500, hide 14.5K), 12-minute window. Result: Avg fill $410.62, slippage $1,800. Savings: $45,450.
Lesson: Speed matters for HFTs, not you. Patience saves tens of thousands.
Strategy 1: Market Making (The "Fair" One)
Let's be honest: Not all HFT is evil.
Market makers provide liquidity. They quote both sides of the market and profit from the spread.
Here's how it works:
Example: Bid $520.00, Ask $520.01. Both fill = $10 profit + $4 rebate = $14. Scale: 1M round-turns/day = $14M/day. Tiny edge, massive scale.
🎯 Why This Matters to You
Market makers want balanced flow (50% buys, 50% sells).
When flow becomes toxic (informed traders), they widen spreads or pull quotes entirely.
Ever seen bid/ask spread suddenly jump from $0.01 to $0.10? That's HFTs stepping back.
Strategy 2: Latency Arbitrage (The Controversial One)
This is where it gets uncomfortable.
HFTs can see your order coming before it hits the exchange. Here's the play:
Scenario: You buy 10K SPY @ $520.01. 0ms: HFT detects routing. 0.5ms: HFT cancels $520.01 ask. 1ms: HFT buys at $520.01 on Exchange B. 2ms: Your order fills @ $520.03. HFT profit: $200 in 2ms. Legal front-running.
🚨 The Dark Truth
This isn't a conspiracy theory. It's documented.
Michael Lewis wrote an entire book about it: Flash Boys.
HFTs argue they provide liquidity. Critics argue they're parasites. The truth? Probably somewhere in between.
Strategy 3: Quote Stuffing (The Shady One)
This is where HFT crosses into manipulation territory.
Quote stuffing: HFT places 10K orders/second, cancels all. Purpose: (1) Slow competitors, (2) Probe icebergs, (3) Manipulate NBBO. Result: Order book chaos, flickering prices. Prices jumping everywhere = HFT strategies colliding.
Your "Free" Broker Is Selling You to HFTs
Robinhood. Webull. E*TRADE. TD Ameritrade. They all do it.
Payment for Order Flow (PFOF): Your broker sells your orders to HFT firms before they hit public exchanges.
How PFOF Works (And Why You're the Product)
Example (100 shares SPY): Robinhood sells order to Citadel for $0.002/share ($0.20 revenue). Citadel fills you @ $520.01, buys @ $520.00, profits $0.008/share ($0.80). You never get chance to buy @ bid. Hidden cost: $0.01/share = $1. Citadel PFOF profit: $7B/year (2022). Robinhood revenue: $1.4B/year.
🚨 The "Best Execution" Lie
Brokers claim they provide "best execution" and "price improvement."
Translation: "We give you the National Best Bid/Offer (NBBO)... but you never get a chance to provide liquidity at the bid."
You always pay the spread. HFTs always collect it.
Case Study: Sarah's $12.3K Annual Savings
Sarah Martinez, 2023. 200K shares/month trader. Tested Robinhood (PFOF) vs Interactive Brokers (direct routing) on 140K shares. Results: Robinhood: $0 commission, $0.023/share slippage = $3,220 cost. IBKR: $0.005/share commission + $0.008/share slippage = $1,820 cost. Savings: $1,400/month, $12,300 in 10 months. Lesson: Paying $0.005/share commission saved $1,200+/month in hidden PFOF costs.
PFOF vs. Direct Routing: The Real Comparison
The PFOF Model
Commission: $0
Order routing: Sold to HFT firms (Citadel, Virtu, Two Sigma)
Your fills:
- Always at ask (if buying) or bid (if selling)
- No chance to provide liquidity (join the queue)
- Hidden cost: 1-3 cents/share depending on volatility
Who wins: Broker + HFT firm
Who loses: You (death by a thousand cuts)
Direct Market Access
Commission: $0.0035-0.005/share (IBKR)
Order routing: YOU choose exchange (NASDAQ, NYSE, IEX, etc.)
Your fills:
- Can place limit orders at bid (provide liquidity, get rebate)
- Control execution venue (avoid predatory HFT zones)
- Hidden cost: Minimal (tight spreads, fair execution)
Who wins: You (actual market access)
Who loses: HFTs (less order flow to exploit)
🎯 Action Step
If you trade 50,000+ shares per month:
- Switch to a direct-routing broker (IBKR, TradeStation, Lightspeed)
- Enable "direct market access" (DMA) routing
- Use IEX exchange (speed bump protects against HFT predation)
You'll pay small commissions but save 10-20x in hidden slippage.
You Can't Beat Them. But You Can Avoid Being Their Lunch.
Here's the good news: HFTs dominate the sub-second timeframe. You're trading minutes to days.
Different game. Different rules.
Tactic 1: Avoid Toxic Times
HFT activity spikes during high-volatility windows. Avoid trading then.
AVOID (HFT feasts): 9:30-9:45 AM (open chaos), 3:45-4:00 PM (close games), news events, pre/after-market. TRADE HERE: 10:30 AM-12 PM, 2:00-3:30 PM, Tue-Thu, SPY volume >5M/hour. Tighter spreads, less HFT dominance.
Tactic 2: Use Limit Orders (Not Market Orders)
Market orders = guaranteed slippage. Limit orders = you control the price.
Market order: Slippage $0.02-0.10/share. Limit order @ bid: Join queue, HFTs can't front-run, saves $0.01-0.03/share. Trade-off: May not fill immediately.
Tactic 3: Hide Your Intent (Iceberg Orders)
10K share market order = HFTs detect, front-run, $500-1K slippage. Iceberg (show 500, hide 9.5K): Doesn't trigger detection, slippage $100-200. Most brokers support icebergs.
Tactic 4: Trade Longer Timeframes
HFT dominates 0-60 seconds. Your edge = hours to days where fundamentals, regime, and institutional flow matter. HFT noise = irrelevant at swing timeframes.
🎯 Signal Pilot Advantage
Janus sweeps work on 15min-4H timeframes. HFTs don't compete there.
You're identifying institutional positioning, not racing for microseconds.
Different game. Better odds.
May 6, 2010: The Flash Crash That Changed Everything
The Flash Crash: 2:32 PM, Waddell & Reed sells $4.1B E-Mini futures (pure market order). 2:40 PM: HFTs detect selling, start "hot potato" trading. 2:42 PM: HFTs withdraw liquidity (spreads widen from $0.01 → $5+). 2:45 PM: DOW drops 1,000 points in 5 minutes (-9%), SPY $107 → $85 (-20.5%), Accenture $40 → $0.01. 2:47 PM: CME halts, then rebounds. Aftermath: Retail stopped out permanently at crash prices, HFTs profitable (bought low, sold high), 20K+ trades later canceled as "erroneous."
💀 Real Victim: John Parker
Long 5K shares SPY @ $105. Stop @ $102 (3% max loss = $15K). Actual fill: $88.50. Loss: $82,500 (15.7% instead of 3%). SPY recovered to $104 by 3 PM. John's position? Gone at $88.50. HFTs that bought @ $85-90 sold back @ $102-105 within the hour.
Other Notable Flash Crashes
Aug 24, 2015 (ETF Flash Crash): HFTs withdrew at open. XLE -25% (stocks -3%), DUST -50% in 2 min, NUGT +40% for no reason. Retail stop losses filled 20-30% below fair value.
Oct 15, 2014 (Treasury Flash Rally): 10Y yield 2.20% → 1.86% (biggest move in decades) in seconds, back to 2.15% by 9:45 AM. HFT algos created feedback loop.
March 2020 (COVID Chaos): Four circuit breakers in 2 weeks. HFT liquidity vanished during halts, spreads widened 10-50x. Key lesson: HFT provides liquidity when you don't need it, withdraws when you do.
🚨 Circuit Breakers Exist for This (But They're Not Enough)
After 2010, exchanges added circuit breakers:
- Level 1: -7% drop = 15-minute halt
- Level 2: -13% drop = 15-minute halt
- Level 3: -20% drop = close market for the day
Single-stock circuit breakers: If a stock moves 5-10% in 5 minutes, trading halts for 5 minutes.
Problem: HFTs can still cause chaos within those thresholds. Stopping at -7% doesn't help if you got stopped out at -5%.
The "Speed Bump" Exchange Designed to Level the Playing Field
In 2012, Brad Katsuyama (the protagonist of Flash Boys) noticed something weird:
Every time he tried to buy a large block, prices moved before his order filled across all exchanges.
He discovered: HFTs were front-running him using latency arbitrage.
So he built IEX (Investors Exchange)—an exchange with a built-in 350-microsecond delay (a "speed bump") that neutralizes HFT advantages.
How IEX's Speed Bump Works
Normal Exchange (NASDAQ, NYSE):
1. Your order arrives at exchange
2. HFT detects it instantly (co-located servers, 0.5ms away)
3. HFT cancels quotes, reprices, front-runs
4. Your order fills at worse price
IEX Exchange:
1. Your order arrives at IEX
2. Goes through 350μs coil of fiber (the "speed bump")
3. During those 350μs:
- HFTs cannot react faster (everyone delayed equally)
- Quote changes from other exchanges propagate
- Prevents latency arbitrage
4. Your order hits matching engine with fair pricing
5. HFTs cannot front-run (speed advantage neutralized)
💡 Why 350 Microseconds?
That's the round-trip time for light to travel from NYC to New Jersey data centers where most HFTs co-locate.
By adding 350μs delay, IEX ensures HFTs can't see quote changes on other exchanges and react before your order executes.
Everyone gets delayed equally = fair game.
Case Study: David's $8,400 Savings Using IEX Routing
David Liu, options swing trader, 2024.
✅ The Experiment
Setup: Same strategy, different execution venues
Timeframe: 3 months (Jan-Mar 2024)
Position size: 5,000-8,000 shares per trade in SPY/QQQ
Month 1: Default routing (IBKR smart routing)
- Total trades: 24 round-trips (48 executions)
- Total shares: 320,000
- Avg slippage: $0.014/share
- Total slippage cost: 320,000 × $0.014 = $4,480
Month 2: Manual NASDAQ routing
- Total trades: 26 round-trips (52 executions)
- Total shares: 340,000
- Avg slippage: $0.016/share (worse, more HFT activity)
- Total slippage cost: 340,000 × $0.016 = $5,440
Month 3: IEX routing (speed bump protection)
- Total trades: 25 round-trips (50 executions)
- Total shares: 330,000
- Avg slippage: $0.006/share
- Total slippage cost: 330,000 × $0.006 = $1,980
Savings (IEX vs default): $4,480 - $1,980 = $2,500/month
Annual projected savings: $2,500 × 12 = $30,000
David's note: "IEX fills take 2-3 seconds longer. But I save $2.5K/month. Worth it."
🎯 How to Route to IEX
Interactive Brokers:
- Order ticket → Advanced → Destination → IEX
TradeStation:
- Order potential entry → Route → IEX
TD Ameritrade / Schwab:
- Not available (PFOF model, won't route to IEX)
Robinhood / Webull:
- Not available (PFOF is their business model)
Infamous HFT Manipulation Cases: When Speed Becomes Crime
Navinder Sarao: The Bedroom Trader Who Caused the 2010 Flash Crash
Yes, one guy. From his parents' house in London. With $40 million in automated spoofing.
WHO: Navinder Singh Sarao, independent futures trader
WHEN: 2009-2015 (arrested April 2015)
WHAT: Spoofing E-Mini S&P 500 futures
THE STRATEGY:
1. Place massive sell orders (200-900 contracts) at levels above market
2. Spook other traders into thinking selling pressure building
3. Market moves down
4. Cancel fake sell orders before they fill
5. Buy at lower price, profit from the drop
6. Repeat thousands of times per day
Estimated profit: $40 million over 5 years
Role in Flash Crash: DOJ blamed him for contributing to May 6, 2010 crash
Sentence: 1 year home confinement, no prison time (cooperated with authorities)
Lesson: Even retail traders can manipulate markets with algos.
But when caught, consequences are severe.
Tower Research: The $67 Million Spoofing Fine
WHO: Tower Research Capital (HFT firm)
WHEN: 2012-2013
FINE: $67.4 million (CFTC, 2020)
THE SCHEME:
- Placed 97,000+ spoof orders across commodity markets
- Used algos to fake liquidity, manipulate prices
- Canceled 99%+ of orders before execution
- Profited from price movements caused by fake orders
Example:
9:30:00 - Place buy order for 5,000 crude oil contracts at $95.00
9:30:01 - Other algos detect "buying pressure"
9:30:02 - Market moves to $95.05
9:30:03 - Cancel the 5,000-contract buy order
9:30:04 - Sell 200 contracts at $95.05 (real trade)
9:30:05 - Market drops back to $95.00
9:30:06 - Repeat
Outcome: $67M fine, trading restrictions
Lesson: Spoofing is illegal, but detection takes years.
Virtu Financial: The Firm That Made Money 1,238 Out of 1,238 Days
Not illegal. Just... statistically impossible for most traders. Yet they did it.
Virtu's 2013 SEC filing revealed:
- 1,238 trading days
- Profitable on 1,237 days (99.92%)
- Only ONE losing day (and it was tiny)
How? HFT market making at scale:
- Trade 10,000+ stocks simultaneously
- Capture bid-ask spread on billions of shares
- Use speed to avoid adverse selection
- Withdraw liquidity during volatility (don't take losses)
Daily volume: 10-15% of all US equity volume
Annual revenue: $1-2 billion (mostly from retail order flow)
Lesson: HFT isn't gambling. It's latency arbitrage at scale.
If you have the infrastructure, it's nearly risk-free.
Why You Actually Have Advantages
Real talk: You're at a disadvantage on speed. But speed isn't everything.
What HFTs Can't Do
- Interpret context: Can't read news sentiment, understand fundamentals
- Multi-timeframe analysis: Don't consider HTF structure (only sub-second data)
- Regime recognition: Don't adapt to trending vs. ranging markets (just react to flow)
- Discretion: No "this feels wrong" gut check (pure math)
- Overnight holds: Can't capture multi-day swings (too much overnight risk)
- Narrative understanding: Can't read FOMC tone, geopolitical risk, sector rotation
HFTs are fast but narrow. They see trees, not forests.
What You Can Do
- Context: Read macro, understand regime shifts (risk-on vs risk-off)
- Multi-timeframe: Daily trend + 4H setup + 15min potential entry + multi-day hold
- Pattern recognition: Janus sweeps, BoS, CHoCH, liquidity hunts
- Human judgment: "This setup is A-grade, that one's C-grade, skip that one"
- Patience: Wait for A+ setups (HFTs must trade constantly to profit)
- Adaptability: Change strategy when market regime shifts
You trade slower but smarter. That's your edge.
The Bottom Line: How to Profit Alongside (Not Against) HFTs
🎯 Your Anti-HFT Execution Playbook
- Use limit orders (never market orders)
- Place limit at bid to buy, ask to sell (provide liquidity)
- Wait for fills (patience saves 1-3 cents/share)
- Avoid toxic times
- Never trade 9:30-9:45 AM or 3:45-4:00 PM
- Avoid FOMC announcements, major news events
- Trade during 10:30 AM-12 PM or 2-3:30 PM (calmer flow)
- Use iceberg orders for size (hide your intent)
- Display 200-500 shares, hide the rest
- Prevents HFT algos from detecting large orders
- Route to IEX (speed bump exchange)
- Neutralizes latency arbitrage
- Saves 0.5-1.5 cents/share on average
- Switch to direct-routing broker (avoid PFOF)
- IBKR, TradeStation, Lightspeed
- Pay $0.005/share commission, save $0.01-0.03/share in slippage
- Trade longer timeframes
- 4H-Daily charts (HFTs don't compete here)
- Multi-day holds (capture bigger moves, ignore HFT noise)
- Use wide mental stops (not hard stops)
- Hard stops at round numbers = HFT hunting zones
- Use mental stops or alerts, potential exit manually if needed
- Prevents stop hunts during flash crashes
Real-World Example: Combining All Tactics
SCENARIO: You want to buy 8,000 shares SPY (current: $520.00/$520.01)
❌ WRONG WAY (HFT food):
- 9:32 AM market order for 8,000 shares
- Robinhood broker (PFOF)
- Fills at $520.08 average
- Slippage: $0.07/share = $560 loss
✅ RIGHT WAY (HFT-resistant):
- 10:45 AM (calm period)
- Interactive Brokers (direct routing)
- Iceberg limit order: Display 500, hide 7,500
- Limit price: $520.00 (at the bid)
- Route to IEX exchange
- Fills over 8 minutes at $520.003 average
- Slippage: $0.003/share = $24
- Maker rebate: 8,000 × $0.0015 = $12
- Net cost: $24 - $12 = $12
Savings: $560 - $12 = $548 on one trade
Annual savings (2 trades/week): $548 × 100 = $54,800
🎓 Key Takeaways
- HFTs trade in microseconds—you can't compete on speed
- HFT latency: 0.5-2ms | Your latency: 50-200ms (100x slower)
- They have co-located servers, you have home WiFi
- Fighting them on speed is guaranteed failure
- They make money via market making, latency arbitrage, and order anticipation
- Market making: Profit from bid-ask spread ($0.01/share × billions)
- Latency arbitrage: See your order, front-run it, profit $0.02-0.05/share
- Quote stuffing: Flood order book, detect hidden orders, manipulate NBBO
- Payment for order flow (PFOF) is selling you to HFTs
- Robinhood/Webull/E*TRADE sell your orders to Citadel before public market
- You pay $0.01-0.03/share in hidden slippage
- Switch to IBKR/TradeStation for direct market access
- Avoid toxic times (9:30-9:45 AM, 3:45-4:00 PM, news events)
- HFT activity peaks during high volatility windows
- Spreads widen 10-50x, slippage explodes
- Trade during 10:30 AM-12 PM or 2-3:30 PM for best fills
- Use limit orders, iceberg orders, and IEX routing
- Market orders = guaranteed front-running and slippage
- Limit orders at bid/ask = you control price, save 1-3 cents/share
- Iceberg orders hide your size (display 500, hide 9,500)
- IEX exchange has 350μs speed bump = neutralizes HFT advantage
- Trade longer timeframes (hours-days) to escape HFT battleground
- HFTs dominate 0-60 second timeframes
- They don't compete on 4H-Daily charts (too much overnight risk)
- Your edge: Multi-timeframe analysis, context, discretion
- Flash crashes reveal HFT's dark side
- May 2010: DOW -1,000 pts in 5 minutes (HFTs withdrew liquidity)
- Aug 2015: ETFs dislocated 25-50% (HFT market makers pulled quotes)
- Hard stop losses at round numbers = HFT hunting zones
- Use mental stops or wide alerts to avoid stop hunts
- Real-world savings from anti-HFT tactics: $10K-50K+ annually
- Sarah saved $12.3K/year switching from Robinhood to IBKR
- David saved $30K/year routing to IEX instead of NASDAQ
- Michael lost $47K on one trade using market orders at 9:32 AM
- Execution discipline = tens of thousands in savings
📊 Advanced Practice Exercise
HFT Detection & Avoidance Drill (Full Market Session Analysis)
- Setup (Before Market Open):
- Open SPY on 1-minute chart with Level 2 data
- Identify 3 key levels: Support, resistance, and a psychological round number (e.g., $500.00)
- Set up bid/ask spread indicator (if available)
- Morning Session (9:30-10:30 AM):
- Watch price action at each key level during market open
- Document: Spread width, quote flickering rate, order book depth
- Note any sudden spread widening (HFTs pulling quotes)
- Record slippage on a hypothetical 1,000-share market order at 9:32 AM vs 10:15 AM
- Mid-Session (10:30 AM-3:30 PM):
- Compare spread stability vs morning session
- Test: Place small limit order at bid (100 shares), time how long it takes to fill
- Observe: Does order book depth look more stable?
- Closing Session (3:30-4:00 PM):
- Watch for spread widening and quote flickering increase
- Document any stop hunts near key levels
- Note closing auction volatility (last 5 minutes)
- Post-Market Analysis:
- Calculate average spread during: 9:30-9:45 AM, 10:30 AM-12 PM, 2-3:30 PM, 3:45-4:00 PM
- Estimate slippage cost for 5,000-share position at each time window
- Identify optimal trading windows based on your findings
Goal: Develop intuition for HFT activity patterns and learn to recognize the exact times when execution costs spike due to algorithmic trading intensity.
Bonus: Repeat this exercise on FOMC announcement day and compare HFT activity vs normal days.
📝 Practice Exercise
Study HFT Activity Patterns Around Major Levels
- Open SPY on a 1-minute chart with Level 2 data (if available)
- Identify a major support or resistance level (psychological round number like $500, $510)
- Watch price action as it approaches the level during these windows:
- 9:30-9:45 AM (market open)
- 10:30 AM-12 PM (normal session)
- 3:45-4:00 PM (market close)
- Document observations:
- How wide is the bid/ask spread at each time?
- How fast do quotes change/flicker near the level?
- Do you see quote stuffing (rapid order placement/cancellation)?
- What happens when you place a small limit order at the level?
- Compare: Which time window has the most stable spreads and least HFT noise?
Goal: Learn to recognize HFT activity patterns and identify optimal trading windows where HFT impact is minimal.
🎮 Test Your Understanding (No Pressure)
Question 1: You want to buy 5,000 shares of SPY. What's the best execution method to minimize HFT impact?
Question 2: HFT firms have 0.5-2ms latency. Retail traders have 50-200ms latency. What's the speed difference?
If you made it this far, you understand a reality most retail traders never learn: The game isn't fair on speed. But speed isn't the only edge. Context, timeframe, and execution discipline matter more for swing traders.
Related Lessons
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Build bots to execute without emotion while avoiding HFT battlegrounds.
Read Lesson →Machine Learning in Trading
Use ML to detect HFT patterns and adapt strategies dynamically.
Read Lesson →Execution & Order Types
Master limit orders and iceberg orders to minimize HFT impact.
Read Lesson →⏭️ Coming Up Next
Lesson #57: Trading Automation & APIs — Code your strategy, connect to broker APIs, and let algorithms execute 24/7 without screen time.
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