Serving the Quantitative Finance Community
High Frequency FX
Anyone have any opinions about High Frequency FX prop strategies? I come from an equity stat arb background and am considering moving into HF FX... Any thoughts would be much appreciated.
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- quantstudent19
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High Frequency FX
prop strategies in high freq FX ? Is that technical analysis ? flow analysis? sthg more complex ??
High Frequency FX
Yeah, could someone please throw light on what High Frequency FX really is?
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- monlavingia
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High Frequency FX
well it mainly involves using high frequency (e.g. tick-by-tick) data and using complex time series and econometric techniques to derive trends (mainly short term). and are so used for trading purposes...
High Frequency FX
It can be order flow analysis. Generally machine learning and data mining methods are used to find corrolations in data and strategies are built around this. Some firms use statistical methods, (particularly bayesian methods) and time series.
High Frequency FX
Incidently, if your looking for a HF FX prop role let me know. I might be able to help.
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- Cappuccino
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High Frequency FX
One of the project I done is to analyze the John Moody's "recurrent reinforcement learning for FX trading" in summer 06. You may take a look at that to have some feel.