More HFT topics posted on Event and Stat Arbitrage, trading microstructure and tick data usage
On Monday I laid out the first 4 major lessons you’ll learn from
from my hot-off-the-presses HFT course. Those 4 key points were just
So let me explain the intermediary portion where we really delve
into the aspects of making money with High Frequency Trading.
1. Working With Tick Data
Massage the market data like an expert: Each tick of the market is
like a note in a very complex concerto. You’ll need to be comfortable
with managing this data efficiently to ensure your algorithms are in
tune with your profit objectives.
2. Trading On Market Micro Structure
Why do you need a market microscope? Trading on the market’s
micro-structure is a critical HFT skill. I’ll help you understand
what’s important and what’s just noise you can ignore.
3. HFT Event Arbitrage
Learn how to hedge market event explosions. This is a critical
skill, as everyone knows markets can move very violently when
unexpected news is released. After completing this section you’ll know
exactly how to profit from this.
4. Statistical Arbitrage In HFT
It’s all a numbers game once you get your edge. Statistical
arbitrage might be a topic that makes most people’s head spin, but
it’s critical to ensure you’ll make money where others fail. I’ll
teach you how to cut right to the critical data you need to know.
Remember, this course incorporates a true open source platform, a
good support community and a strong Matlab connection to facilitate
More videos are being added regularly!
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