vol replication
What are the most popular trading strategies, especially by the HFT/Quants? I can only think of 4: Front-running or spoofing (obviously), arbitrage, trend-following and mean-reversion. Anything else?
Order book depth analysis for sure.
Baron, do you use anything like Bookmap?
What are the most popular trading strategies, especially by the HFT/Quants? I can only think of 4: Front-running or spoofing (obviously), arbitrage, trend-following and mean-reversion. Anything else?
Carry
Value and momentum factors
BAB
Stat arb
Read the Illmanen and Pedersen books. Highly recommended.
GAT