Hacker News
Tiny London quant fund emerges as one of the UK's biggest corporate taxpayers
peter_d_sherman
|next
|previous
[-]
mid-frequency statistical arbitrage
, which applies machine learning algorithms to large amounts of data and then predicts prices over the course of hours and days."
Mid-frequency Statistical Arbitrage -- is also called "Medium Frequency Statistical Arbitrage".
Let's learn all about it!:
Medium Frequency Trading Strategies: The Bridge Between High and Low Frequency Trading:
https://medium.com/@alister.scott/medium-frequency-trading-s...
Quant Hedge Funds Converge on Mid-Frequency Strategies:
https://www.linkedin.com/posts/hiccapital_hic-capital-market...
Statistical Arbitrage: Medium Frequency Portfolio Trading - Igor Skachkov (2013):
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2284577
GitHub: Mid-Frequency-Statistical-Arbitrage - Simplified mid-frequency pairs trading strategy:
https://github.com/alichopping/Mid-Frequency-Statistical-Arb...
Statistical Arbitrage in Mid-Frequency Trading (2014):
throwaway2037
|previous
[-]
> generated $8.7bn in trading profits in the year
> Quadrature employs just 246 people