Cross matching

[Samo154]

Was wondering if people have this option on/off for inplay automation? Is there a benefit to it being on/off?

Thx

[LinusP]

I always have virtual prices off as it can hide potential opportunities, I remember PeterLe recommending that you can run a strategy in parallel with it on/off to see which is more profitable.

[Samo154]

Cheers mate

[PeterLe]

I was just looking for somewhere to put this and this thread seems perfect

Ive mentioned it before, but if you are running a strategy, then its worthwhile comparing/contrasting using cross matching....
The image below left is a system with cross matching on...the image on the right is cross matching off..15:45 at Kemp today

Identical criteria (i consider this strategy to depend on speed by the way)...

The Cross matched prices are circa 150ms slower but sometimes the result is not always the fastest prices...

Anyway, if it helps someone then worth a post
regards
Peter

[lsmiles]

I know this is a very old thread but the subject of cross matching never gets old!

I'm curious, are you saying that bets that are cross matched take longer to process than bets that require no cross matching?
So if someone regularly trades the underdog they are potentially at a real disadvantage because the vast majority of the money sits on the favourite.

[lsmiles]

I guess my followup question would be, how are you measuring that?