Wednesday, October 2, 2013

High Frequency Trading

The rationale for HFT is couched within the premise that we have a better idea of anticipating the near future than we do the far future. And there is evidence to support that contention.

HFT simply takes that principle (fractals) and reduces it to its logical conclusion (slicing time into its smallest pieces). For any quant pattern recognition/trend following system, the most critical control is downside risk management.


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