Has anyone been able to go into production with a HF ETF market making strategy that is flat at the end of each trading day? If so I would like to speak with you.
If your idea is to arbitrage them, you will need to be very fast and you should expect to make $0.00 on your trades and just make on rebates (which, depending on your volume tier and how you are executing this, might not even be +). In my opinion, this is a very competitive space.
Thanks for your input. I am currently in the HF space and am looking to potentially deploy some new strats.
Yes. However, success may require you consider some degree of correlation trading. & flat may mean dirty hedged.