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hft is in general a sure bet simply because , by definition, they get their orders in faster than anyone else, with minimal transactions costs... (except other hft'ers!). so, there is virtually no risk in the trades they do i would not expect any hfters to lose money ever, except if they have a bug in their algos, ir they are actually taking risks the ...


Suppose at the close of August 27 the price exceeds EMA200 for the first time, then as long as you look at the probability of up down on August 28 (and following days) there is no statistical bias. Similarly when it goes below on September 13 close, you must count that day as "above EMA200", but the next day will be in the "below EMA200" category. In other ...


Of your list, usd callable swaps are definitely most popular, as, they are needed by banks to hedge fixed rate mortgages. Ps, jeebs answer is not relevent for the interest rates markets


Yes, that can be really sophisticated even using such nice tools as pandas. But the basic idea is to find position enters & exits to derive cashflow. Here is my code to derive all that stuff from generated signals (in my backtester signals are fractions of 2 stocks in portfolio for each moment). I hope I've found all bugs here, but no warranties. ...


Just take a look at the bid ask spreads plus transaction costs. It's nonsense what you are saying because on one side you implicitly assume enough liquidity so you market maker executes the Delta of your position. On the other hand you assume the market is liquid so you can move the market when you sell your position.

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