Toptal

I have fifteen years of professional experience in investment banking and high-frequency trading (HFT). I have built market making algorithms for European and US fixed income markets and worked on HFT platforms and strategies for cross-asset futures on the Chicago mercantile exchange (CME) and the European futures exchange (Eurex). I also have experience building trading platforms and algorithms on various cryptocurrency exchanges such as Bitmex, Bitfinex, and Poloniex.

What Is High-frequency Trading?

I believe there’s a common misunderstanding about high-frequency trading (HFT) relating to the belief that what makes a strategy an HFT strategy is related to the length of time positions are held for. There is the assumption that HFT strategies are constantly trading in and out of positions, only holding them for milliseconds at a time. In practice, this would be very costly to do since the act of trading incurs transaction costs that accumulate and become very

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