Tuesday, November 15, 2016

Where can I find some examples of high frequency or stat arb trading algorithms beyond basic textbook pairs trading?


In particular,


http://en.wikipedia.org/wiki/Algorithmic_trading#Algorithms


has several name algorithms. I understand most HFT algorithms are proprietary but I am looking for examples of HFT strategies (even ones that don't make money anymore) just to get a sense of what it's like...




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