Re:A summary of what quantitative trading firms do
by whoisninja on Saturday January 20, 2018 @11:36PM
(#16196876)
Because then one of the most successful quant funds like twosigma and rentec are not doing quant trading since hft is only small portion of their business. You cannot manage 50B in an hft strategy single handedly. The author lives in a different dimension, but my dimension could be wrong!
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Re:A summary of what quantitative trading firms do
by georgeek on Sunday January 21, 2018 @03:54AM
(#16197367)
HFT is best defined as predicting movements under a tick; everything above a tick is out of HFT territory. Latency requirements could still be pretty serious though, as many models at many firms can act simultaneously for longer frequencies as well.