Discover and read the best of Twitter Threads about #renntech

Most recents (1)

Profile picture
trendwhizo
@trendwhizo
HFT

Annual latency arbitrage profits in Global Equity Markets in 2020.

This is from a BIS Working paper whose details are in the thread below.

#trading #quant #highfrequencytrading #HFT #Citadel #JumpTrading #RennTech #RenaissanceTechnologies $SPY $QQQ $TSLA $NVDA
HFT latency arbitrage race is a probabilistic game!

#trading #quant #highfrequencytrading #HFT #Citadel #JumpTrading #RennTech #RenaissanceTechnologies $SPY $QQQ $TSLA $NVDA
Reader can search this paper in Google for details on the high frequency trading arms race.

They've analyzed the message data and limit order book data.

#trading
#quant #highfrequencytrading #HFT #Citadel #JumpTrading #RennTech #RenaissanceTechnologies $SPY $QQQ $TSLA $NVDA
Read 3 tweets

Related hashtags

#HFT #Citadel #highfrequencytrading #quant #trading #RennTech #JumpTrading #RenaissanceTechnologies

Did Thread Reader help you today?

Support us! We are indie developers!

This site is made by just two indie developers on a laptop doing marketing, support and development! Read more about the story.

Become a Premium Member ($3.00/month or $30.00/year) and get exclusive features!

Become Premium

Too expensive? Make a small donation by buying us coffee ($5) or help with server cost ($10)

Donate via Paypal Become our Patreon

Thank you for your support!