3 ms·
How is that not low-risk arbitrage? Good HFT strategies typically have returns of 10-20% daily on capital, there's relatively little risk holding long to allow
by consz 14y ago
How is that not low-risk arbitrage? Good HFT strategies typically have returns of 10-20% daily on capital, there's relatively little risk holding long to allow your strategy to trade when you cover the maximum possible cost of carry in a week.