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Macrocephalopod - Managing a Mid-Frequency Crypto Prop Desk (S6E5)
Flirting with Models
What Is the Difference Between High Frequency and Low Frequency Trading?
One of the things that changed to the arc of your career is that you've gone from focusing on longer term strategies to what you would call mid frequency strategies. I often find in talking to quants the definitions of high midden and low frequency actually aren't consistent as an industry. And then so define what mid frequency is and then what you think the key differentiators are between mid frequency, high frequency and low frequency alphas.
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