Hacker News new | past | comments | ask | show | jobs | submit login

You don't make 10B returns on HFT alone.

The characteristics of short prediction horizon strategies like in HFT give you an amazing sharpe, but you're predicting small returns.

To scale returns you need to invest more, which means higher market impact, which means longer prediction horizon, on larger price moves.




Consider applying for YC's Spring batch! Applications are open till Feb 11.

Guidelines | FAQ | Lists | API | Security | Legal | Apply to YC | Contact

Search: