Chapter
The Different Types of High-Frequency Trading
1:37:11 - 1:44:39 (07:28)
This podcast explores the different types of high-frequency trading including statistical arbitrage and optimized execution, their differences and how they're related. It also highlights the importance of low level granular buying and selling data in the exchange.
Clips
The use of algorithms on Wall Street has progressed from electronic financial exchanges to algorithmic trading, starting with optimized execution problems, such as difficult trades for large institutional clients.
1:37:11 - 1:38:58 (01:47)
Wall Street
Summary
The use of algorithms on Wall Street has progressed from electronic financial exchanges to algorithmic trading, starting with optimized execution problems, such as difficult trades for large institutional clients.
ChapterThe Different Types of High-Frequency Trading
EpisodeMichael Kearns: Algorithmic Fairness, Bias, Privacy, and Ethics in Machine Learning
PodcastLex Fridman Podcast
The success of quant hedge funds lies in making directional predictions in asset price movement or returns valid for a specific period of time, between a few seconds and a few days, with the help of statistical arbitrage and high frequency trading.
1:38:58 - 1:44:39 (05:40)
Quant Hedge Funds
Summary
The success of quant hedge funds lies in making directional predictions in asset price movement or returns valid for a specific period of time, between a few seconds and a few days, with the help of statistical arbitrage and high frequency trading.