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Macrocephalopod - Managing a Mid-Frequency Crypto Prop Desk (S6E5)
Flirting with Models
How to Trade at Mid Frequency
There's a lot that is in common between mid frequency and either slow or faster styles of trading. In high frequency, you care about the individual events a lot more. And then things which you would look at in mid frequency are anything to do with microstructure. So what does the order look like? What does the short term trade flow look like?
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