High-frequency trading is a branch of algorithmic trading that focuses on generating profit using high execution speed. It’s used in areas such as arbitrage trading, signal-based trading, and scalping. In major exchanges, the trading volume generated from these trades – typically by proprietary traders, hedge fund managers, and market makers – is significant.
Developing high-frequency trading strategies requires intraday tick data and a solid analytical tool. MATLAB® provides both. It supports popular techniques for efficiently developing, backtesting, and implementing these strategies:
See also: Financial Instruments Toolbox, Spreadsheet Link, Statistics and Machine Learning Toolbox, Financial Toolbox, Datafeed Toolbox, MATLAB, Econometrics Toolbox, Database Toolbox, Trading Toolbox, algorithmic trading, statistical arbitrage, momentum trading, concentration risk, transaction cost analysis
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