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Tagged with strategy high-frequency
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How 'High' is the frequency in HFT?
How many trades per second are we talking about?
What kind of strategies are used in this time frame?
Can the small guy play the game?
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Liquidity detection based strategy in HFT
This article contains the following statement.
In terms of liquidity detection, traders intend to decipher whether
there are large orders existing in a matching engine by sending out
small ...