3 ms·
Based on my experience building HFT systems and communicating with others doing HFT, the results of this study sound about right. HFT traders are essentially ju
by jayro 16y ago
Based on my experience building HFT systems and communicating with others doing HFT, the results of this study sound about right. HFT traders are essentially just market makers, meaning that they generally place orders on both sides of the market in an attempt to profit from short-term mean reversion.
- deleted 16y ago[deleted]
- cturner 16y agoHFT traders are essentially just market makers The systems you worked on may have fitted into both groups, but your grouping isn't quite right. High frequency trading is a broad term that encompasses anything that involves computerised algorithms interacting with a market, and with short position holding periods. MM is a set of strategies which generally requires HFT if you're to be competitive with it on electronic markets.