Hi

In this episode, Brian from quantlabs.net explores a thought-provoking question posted by Maeve R. Ritz on quant.stackexchange.com. The query focused on the quantitative mechanisms behind identifying flow-based alphas during incredibly short lookout periods and their significance in the context/dynamics high-frequency trading lookout periods up to 100 milliseconds. Brian attempts to demystify this complex issue, primarily associated with high-frequency trading.

Listen to the latest podcase episode here 

Diving Deep into the Dynamics of High-Frequency Trading - QUANTLABS.NET

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Thanks Bryan