Registered: Sep 2001
12-22-11 06:58 PM
For the first time ever, I completely understand the mathematical reason why HFT and profits at this energy/small times must exist.
It remains to be seen if the understanding at a theoretical level leads to a viable strategy, but for me understanding things on this level helps me connect with other knowledge and usually leads to insights. Interestingly, assuming markets are fractal, I also understand why we see similar oscillations on higher time frames.