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Do I focus on statistical arbitrage since the world of HFT focuses on it?

(Last Updated On: January 1, 2013)

Do I focus on statistical arbitrage since the world of HFT focuses on it?

From a reader through Facebook:

Does your site discuss statistical arbitrage at all? I am just wondering because I have heard that its very involved in HFT and I’d like to understand more about it if you know of any good reads that relate it specifically to HFT.

My answer:

Happy new year
I do a little bit but it will be a tragedy/model I plan to implement this year. I will have 15 models to work from so there will be loads of work

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