>>13941424Seriously though. Why is it so hard? It's definitely possible, as shown by Jump trading, jane street, 2sigma, rentec etc.
But how exactly are they doing it? They make thousands of trades a day on ~1 sec to 30 min timeframes. There can only be so much information revealed in the past 60 mins of trading data; Which means they must all be using similar variations of the same models.
Any quant bros know what actually goes on in those shops?
