Tiny London quant fund emerges as one of the UK's biggest corporate taxpayers

4 comments

• bumbledraven 10 hours ago ago

  https://archive.ph/9tlDx

• peter_d_sherman 9 hours ago ago

  >"Quadrature is part of an elite group of London computer- and mathematical model-driven traders which has emerged to challenge established rivals in New York such as DE Shaw, Two Sigma and Renaissance Technologies. [...] Like its close competitors, Quadrature specialises in a type of quantitative trading called

  mid-frequency statistical arbitrage

  , which applies machine learning algorithms to large amounts of data and then predicts prices over the course of hours and days."

  Mid-frequency Statistical Arbitrage -- is also called "Medium Frequency Statistical Arbitrage".

  Let's learn all about it!:

  Medium Frequency Trading Strategies: The Bridge Between High and Low Frequency Trading:

  https://medium.com/@alister.scott/medium-frequency-trading-s...

  Quant Hedge Funds Converge on Mid-Frequency Strategies:

  https://www.linkedin.com/posts/hiccapital_hic-capital-market...

  Statistical Arbitrage: Medium Frequency Portfolio Trading - Igor Skachkov (2013):

  https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2284577

  GitHub: Mid-Frequency-Statistical-Arbitrage - Simplified mid-frequency pairs trading strategy:

  https://github.com/alichopping/Mid-Frequency-Statistical-Arb...

  Statistical Arbitrage in Mid-Frequency Trading (2014):

  https://www.scribd.com/document/296765952/group5

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  • cedws 6 hours ago ago

    How far are we from LLMs nuking their alpha? If they can make mathematical discoveries it’s just a matter of time and data.

• throwaway2037 13 hours ago ago

  Move over Jane Street.

      > generated $8.7bn in trading profits in the year
  
      > Quadrature employs just 246 people