Latency for retail trader using Interactive Brokers

In my backtesting on 5-minute stock price data I have found mean-reverting pairs of stocks. Quantquote sells price data at the 1 second resolution, so I could test strategies on that data. For a retail trader using the Interactive Brokers Python API on Windows, using a simple strategy (buy A and sell B when the moving average of the ratio A/B falls below its n-second moving average), how long would it take the compute the signal and generate the order? How much faster could C++ be? I have bought 1-minute data from Quantquote and assume a 1-minute lag is conservative.

Submitted October 26, 2020 at 03:08PM by Beliavsky
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