high_frequency

high frequency trading (HFT)

tl; dr

• algorithmic financial trading with high speeds, turnover rates, order-to-trade rates, leveraging high-frequency financial data and tools.
• this strategy was first made popular by renaissance technologies (from Jim Simons, "father of quant), who use both HFT and quantitative aspects in their trading.

the efficient market hypothesis.

• the efficient-market hypothesis (EMH) is a hypothesis in financial economics that states that asset prices reflect all available information.
• an implication is that it is impossible to "beat the market" consistently on a risk-adjusted basis since market prices should only react to new information.
• however, the market may take months, years or decades to adjust 😉

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references

• this repo on stat arb for searchers
• go-ouside-labs on htf-autonomous-agents
• building a scalable event scanner for ethereum, by dr. m. steinkirch
• latency wars and mev, by blocknative