Tag

#Prop Trading

57articles

Stop Paying Ghost IBs: 12 Automated Signals That Catch Self-Referral Before Payout

IB fraud and self-referral quietly drain commission budgets. Here are 12 automation-ready signals across clicks, devices, payments, and trading behavior to flag abuse early.

May 22, 20266 min624

Marta Stepankova

Catching Latency Arbitrage Before It Hurts: 12 Execution Behaviors That Give Traders Away

Latency arbitrage rarely looks like “fast trading” alone. These 12 behavioral metrics help brokers and prop firms separate healthy scalping from toxic flow—using hold time, price improvement, and right-tail slippage.

May 22, 20267 min641

Sofía Mendes

The Hedge-Lock Trap: How ‘Lock → Release’ Arbitrage Exploits Last Look (and How Brokers Can Detect It)

A broker-side breakdown of the hedge-lock arbitrage pattern: how traders “freeze” exposure, wait for quote updates, then release into last look—and what to monitor to stop it.

May 22, 20267 min618

Thomas Mueller

Inside the 80ms Edge: How Latency Arbitrage Exploits MT4/MT5 Stale Quotes (and What Brokers Can Do)

A plain-English look at the MT4/MT5 ‘stale quote’ window, why it happens, how arbitrage EAs exploit it, and a practical mitigation checklist for brokers and prop firms.

May 22, 20267 min637

Priya Desai

Brokeret Receives ISO/IEC 27001:2022 Certification for ISMS Covering Data Centers and Trading Infrastructure

Brokeret has obtained ISO/IEC 27001:2022 certification, expanding its security assurance for brokers and prop firms.

May 22, 20264 min632

Elena Petrov

Latency Arbitrage: Not Always “Illegal,” Often a Breach — What Brokers & Prop Firms Should Know

Latency arbitrage sits in a gray zone: rarely a clear crime, often a contractual breach. Here’s how law, Terms of Business, and platform rules interact—and how to respond operationally.

May 22, 20266 min880

Maria Karimi

Hedge-Lock Arbitrage: How It Works, How Brokers Detect It, and How to Protect Your Book

Hedge-lock arbitrage can look market-neutral on the surface, but it often relies on latency and stale quotes. Here’s how it works, how brokers detect it, and what controls reduce risk.

May 22, 20266 min758

Elena Petrov

Awards Don’t Pay Traders, Processes Do: Proving “Fast Withdrawals” in Prop Trading

“Best payouts” and “fastest withdrawals” are marketing magnets—and compliance landmines. Here’s how prop firms can define, measure, and evidence payout performance credibly.

May 21, 20266 min626

Elena Petrov

Stop Arguing Over Payouts: How to Codify Prop Firm Consistency Rules into Enforceable Metrics

Vague “consistency” clauses create payout disputes and support overload. Here’s how to translate them into precise, auditable metrics your prop tech can enforce automatically.

May 6, 20267 min1,001

Elena Petrov

Where Did the Extra 0.3 Pips Come From? Auditing Silent Spread Markups End-to-End

Silent spread markups happen when multiple systems add “just a little” to the same quote. Here’s how brokers can trace every markup layer, prove the true all-in spread, and stop accidental double-charging.

May 6, 20267 min972

Thomas Mueller

Stop Chasing Phantom Balances: A Reconciliation Blueprint for MT5 vs. Your Ledger

Design a ledger-to-MT5 reconciliation that stays accurate through bonuses, fees, chargebacks, and reversals—so finance, risk, and compliance share one trusted balance.

May 6, 20267 min984

Rajiv Patel

The Low Spread Illusion: How Smart Execution Can Reprice Trades Without Changing the Quote

Traders may see tight spreads yet get filled worse than expected. Here’s how “smart execution” and hidden slippage mechanics typically work—and how brokers can implement a similar model with Brokeret.

May 5, 20266 min983

David Kovač