r/highfreqtrading: The r/highfreqtrading subreddit is a place for people of all backgrounds to join in informed discussion around high-frequency…

GIven the sheer number of trades and the volume per transaction, do HFT firms engage in special negotiations with brokers to move from a variable cost to a fixed cost model?

The goal of HFT is to make it easy to write and test high-frequency trading strategies. This package provides a simulated environment with most of the real-world operating rules. It also offers varies of order submitting, order flow tracking and summarization functions to simplify strategy writing process.

r/quant_hft: #Quantitative trading and #high-frequency trading. We post interesting articles and we discuss/collaborate on them. If you work on a…

Clean, handle, and manage high frequency trades and quotes data. Function to aggregate high frequency data by last tick aggregation to an arbitrary periodicity based on wall clocks. Alternatively the aggregation can be done by number of ticks.

This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R. Some of the topics explored include: machine learning, high frequency trading, NLP, technical analysis and more.

高频交易（HFT）是一种算法交易，其特点是： 闪电般的执行速度：HFT 系统以毫秒甚至微秒为单位的速度运行。 高周转率：大量交易在很短的时间内执行。 短期仓位：持有期通常仅持续几秒或几分钟。

高频交易（HFT，high frequency trading）中现有的一些知名投资银行、机构交易和对冲基金维权宣传机构包括Virtu Financial、 KCG 、 DRW trading 、 Optiver 、 Tower Research Capital 、 Flow Traders 、Hudson River trading、 Jump trading 、 RSJ Algorithmic Trading 、 Spot Trading 、Sun trading、 Tradebot ...

R package/API to PortfolioEffect cloud service for high frequency trading (HFT) strategy backtests, intraday portfolio analysis and portfolio optimization. PortfolioEffect platform employs high frequency microstructure model pipeline, cloud computing and server-side market data to enable classic portfolio analysis at intraday horizons.

2022年10月27日 · The highfrequency package for the R programming language provides functionality for pre-processing financial high-frequency data, analyzing intraday stock returns, and forecasting stock market volatility.