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Any recommendations for a good blog on modern HFT?
by dataker 11y ago
Any recommendations for a good blog on modern HFT?
- exelius 11y agoNo; HFT is effectively a zero sum game, so trading strategies are usually kept proprietary.
- exelius 11y agoI'm actually serious about this -- read anything on HFT strategies online with a grain of salt, because you are the type of person HFT firms are looking to exploit. In HFT it can be very hard to know if you're the hunter or the prey.
- CyberDildonics 11y agoUnless you take home a profit every day, then you know which side you are on.
- tcbawo 11y agoSome strategies that involve complex positions might post small daily returns. Then, an event can come along and wipe out a month of profit, or more. It's a shark eat shark world.
- exelius 11y agoRight. HFT relies on finding arbitrage opportunities, which are limited and temporary. Unless you're building AI that will adjust to other players' strategies in real-time, you're behind the game.
- minimax 11y agoThis one is relatively new, but it's the most insightful (and candid) that I have come across: https://mechanicalmarkets.wordpress.com https://mechanicalmarkets.wordpress.com
- bcheung 11y agohttp://www.quantnews.com/ http://www.quantnews.com/