oddsmaker 发表于 2010-6-21 09:48
Gotcha.
I believe there is no overlapping between high-freq trading and derivatives.
Like x- and y-axis in maths.
High freq trading, as I understand, refers to trading activities with very short horizon.
The underlying can be securities, derivatives (such as option), whatever.
Consider you are a option market maker.
1) Market making is one kind of high freq trading.
2) You will need models (may or maybe in stochastic calculus) to do valuation.
so, if i am a stock market maker , I do not need to do valueation (using stochastic calculus)
what kind of thing , stock or option , most trade in high frequency trading ?
Thank you~