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Flirting with Models cover image

Jeff Yan - High Frequency Crypto Market Making & the Hyperliquid Exchange (S6E2)

Flirting with Models

NOTE

What is Fair in High Frequency Trading?

Fair means different things for every trading firm, but it incorporates modeling into a predicted price./nFair splits the problem of writing a profitable strategy into predicting the price and executing orders./nMaking versus taking is a question of execution versus modeling.

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