What are the most popular trading strategies, especially by the HFT/Quants? I can only think of 4: Front-running or spoofing (obviously ), arbitrage, trend-following and mean-reversion. Anything else?
How successful are HFT/Quants? We know that EU brokers have only about 20-25% winning private retail clients. Amongst private retail traders it always seems to me that trend-following is the least popular trading strategy.
Baron, do you use anything like Bookmap? That seems to be the basic idea behind it, and I'm getting pretty interested in it.
I have to maintain a neutral position here at ET since we have so many sponsors that offer competing software with similar features, so I don't comment on what I specifically use. But generally speaking, I would never even bother with intraday trading if I had no insight whatsoever into order book depth.
Carry Value and momentum factors BAB Stat arb Read the Illmanen and Pedersen books. Highly recommended. GAT