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Event-Driven HFT on Corporate Actions and Macro Data
Event-Driven HFT on Corporate Actions and Macro Data Parsing time-stamped event feeds to trade options and futures instantaneously Event-driven high-frequency trading (HFT) has emerged as one of the most sophisticated edges in modern derivatives markets. Instead of relying only on price-based signals, event-driven HFT strategies react to real-time information shocks—corporate announcements, policy statements, earnings releases, […]
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