What are the most popular trading strategies?

Discussion in 'Automated Trading' started by schizo, Nov 27, 2019.

  1. schizo


    What are the most popular trading strategies, especially by the HFT/Quants? I can only think of 4: Front-running or spoofing (obviously :sneaky:), arbitrage, trend-following and mean-reversion. Anything else?
    murray t turtle likes this.
  2. vol replication
  3. trend2009


    what is that?
  4. trend2009


    i can not think of anything else either.
  5. tomorton


    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.
  6. Baron

    Baron ET Founder

    Order book depth analysis for sure.
    remogul92, birdman and zdreg like this.
  7. Baron, do you use anything like Bookmap? That seems to be the basic idea behind it, and I'm getting pretty interested in it.
  8. Baron

    Baron ET Founder

    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.
  9. Carry
    Value and momentum factors
    Stat arb

    Read the Illmanen and Pedersen books. Highly recommended.

    schizo and Real Money like this.
  10. trend2009


    which book?
    #10     Nov 27, 2019