
Jeff Yan - High Frequency Crypto Market Making & the Hyperliquid Exchange (S6E2)
Flirting with Models
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How to Make a Profitable Trading Strategy
One of the things that I see discussed a lot among high frequency traders is this concept of fair. What is fair? How do you measure it? Why is it an important concept? I think fair means something slightly different for every trading firm. But at a high level, what's in common is that fair sort of incorporates your modeling into a predicted price.
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