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Quantitative Finance · Glossaire

Qu'est-ce que « Medium-frequency trading » ?

Definition 6.1 The Industry: Firms, Roles and Careers · Chapitre 6 — Medium-Frequency Proprietary Shops

Medium-frequency trading is systematic trading whose positions last from minutes to a few days: slower than high-frequency trading, whose edge is measured in microseconds and holding periods in seconds (Book 10, chapter 24), and faster than the daily-to-monthly signals of most systematic funds.

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