## high frequency trading (HFT)

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### tl; dr

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* algorithmic financial trading with high speeds, turnover rates, order-to-trade rates, leveraging high-frequency financial data and tools.
* this strategy was first made popular by renaissance technologies (from Jim Simons, "father of quant), who use both HFT and quantitative aspects in their trading.

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##### the efficient market hypothesis.

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* the efficient-market hypothesis (EMH) is a hypothesis in financial economics that states that asset prices reflect all available information.
* an implication is that it is impossible to "beat the market" consistently on a risk-adjusted basis since market prices should only react to new information.
* however, the market may take months, years or decades to adjust 😉

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### references

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* [this repo on stat arb for searchers](https://github.com/go-outside-labs/mev-toolkit/tree/main/MEV_strategies/stat_arbs)
* [go-ouside-labs on htf-autonomous-agents](https://github.com/go-outside-labs/ml-htf-autonomous-agents)
* [building a scalable event scanner for ethereum, by dr. m. steinkirch](https://mirror.xyz/steinkirch.eth/vSF18xcLyfXLIWwxjreRa3I_XskwgnjSc6pScegNJWI)
* [latency wars and mev, by blocknative](https://www.youtube.com/watch?v=xp6EIvSbDSs)

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