• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering.
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Coming soon.
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models.

Quantitative trading on equities (HFT ranging from 1 to 5 mins)

coxs

Member
Hello everyone,
I am an undergraduate student and I recently started doing research on quantitative finance. My question is whether trading algorithms are applied in equities and also if non Ultra High Frequency Trading is alive. Does HFT require massive programming knowledge or the model can be applied through MatLab or R?
 

Anupriya

Member
Hello everyone,
I am an undergraduate student and I recently started doing research on quantitative finance. My question is whether trading algorithms are applied in equities

Absolutely!

and also if non Ultra High Frequency Trading is alive.

Very much so and rising! In fact, HFT has seen a decline in recent years and low-frequency Quant trading has picked up widely.

Does HFT require massive programming knowledge or the model can be applied through MatLab or R?

Yes, very much so. It does require programming knowledge and can be done using Matlab/C++/Java.
 

ExSan

Well-Known Member
Hello everyone,
I am an undergraduate student and I recently started doing research on quantitative finance. My question is whether trading algorithms are applied in equities and also if non Ultra High Frequency Trading is alive. Does HFT require massive programming knowledge or the model can be applied through MatLab or R?
What is the difference between Ultra High Frequency Trading and HFT ?
 
Top