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by kasey_junk 3794 days ago
They get paid to bridge demand over time. By efficiently doing this they can make the venues better in aggregate and still make money.
1 comments

Does the demand between millionths of a second need to be bridged?
No, there is probably nothing especially productive about pricing things at that level of granularity. But speed is a reasonable figure of merit that allows different algorithmic trading firms to compete for the business of making markets, rather than having all of market-making owned by one of the big investment banks.
No, but by being able to react fast they can price what the service of bridging more efficiently, and thus more cheaply to those taking part in the service.
How is that not circular logic?
Market Makers sell the service of taking on the risk of bridging prices for a good over time. The price for that service is directly correlated with the amount of risk they take on.

HFT reduce the risk of the inventory they hold by being able to adjust the prices of that inventory fast.

HFT Market Makers can therefore price the service cheaper as their risk is less, due to the speed.