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4min chapter
Jeff Yan - High Frequency Crypto Market Making & the Hyperliquid Exchange (S6E2)
Flirting with Models
How to Trade Medium Frequency Markets
We basically regressed various P&L-based features against a wide range of mid-frequency price students. And by and large found this pretty interesting effect, which is counterintuitive to everyone I've talked to about this. It's negatively correlated with returns in crypto. We were like, holy shit, let's just pay for that. We'll just trade mid-frequency. Things are going to be great. But if you actually look into doing it, so there's this one effect,. when this happens, a lot of sophisticated people are shorting. You can sort of internalize between your strategies, but there's something different here.
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