Tag Archives: High-Frequency

Order matching algorithms

In today’s markets dominated by High-Frequency algos, room for profits for non-HF (and more importantly, non-HF aware) guys is generally speaking reduced. The proportional performance impact of HF is likely to be bigger the smaller is your average trade and the shorter … Continue reading

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Realized Volatility: measuring volatility with High-Frequency data

Volatility is a feature that is present in any market, and so its analysis and forecast is something that can give you an advantage whatever market you are trading  (and whether you build a strategy around it or you just … Continue reading

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