At Fintokei, we stand for fair play and real trading skills.
Latency arbitrage has no place here.
🕓 How does it work?
Latency arbitrage is a method that attempts to gain an unfair edge by exploiting price discrepancies between two feeds.
Traders using this technique rely on faster price feeds from external sources to frontrun the execution at their broker—essentially trying to profit from delays in price updates.
Here’s what typically happens:
A trader monitors two data feeds.
One feed is faster (often direct from exchanges), the other is slightly delayed (e.g. broker’s).
When a price mismatch is detected, a trade is quickly executed before the broker’s feed catches up—aiming for a risk-free win.
📌 This is not real trading.
It’s an attempt to exploit technical infrastructure, not the market itself.
🚫 Why is it prohibited at Fintokei?
It violates the spirit of prop trading, which is to back strategies that work under real market conditions.
It cannot be replicated on live personal or institutional accounts.
It targets system imperfections, not price action, technical analysis, or macro factors.
📌 Important note:
This definition applies as a general framework, and each case may be reviewed individually.
Fintokei retains the right to assess each situation fairly and transparently.
At Fintokei, we back traders with skill—not shortcuts.
Trade with intention. Grow with us. 💼🚀