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Joined: Jun 2021
Posted: 2021-06-28 02:06
I wonder what is the typical prediction horizon of price change required for a high frequency liquidity taking strategy to make profits. Also, does using a fixed time horizon make sense in hft? What are your opinion on this paper "The Volume Clock: Insights into the High Frequency Paradigm" link
I am a total newbie to HFT. just curious
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