Mftexg's simple classification of quantitative transactions

 Mftexg's simple classification ofquantitative transactions

Mftexg divides quantitative trading intothe following five categories from the perspective of risk control and easysupervision:

Forecast strategy: For the same type ofsubject matter, use its historical performance and the current marketconditions of investors to predict future trends, including trend forecasting,reversal forecasting, alpha forecasting, price forecasting, etc.

Automatic market maker strategy: Likeordinary market makers, automatic market makers high-frequency traders provideliquidity by providing trading orders to the market. Mftexg explains that thedifference between the two is that they operate in the opposite direction ofinvestors to provide liquidity.

Event rule strategy: Invest according tospecial events in the market and specific rules of investors. Including eventinvestment and rule investment.

Arbitrage and hedging strategy: Gain incomeor hedging through the difference between two or more different types ofsubject matter. Including cross-variety arbitrage, cross-market arbitrage,cross-period arbitrage, option arbitrage, futures arbitrage, statisticalarbitrage, futures cash arbitrage, option hedging and other types.

Initiate market follow-up strategy: capturemarket dynamics and trigger market follow-up, such as frequently placing ordersand canceling orders, inducing. However, Mftexg shows that most of thesestrategies are not in accordance with the regulations and will be regarded asmarket manipulation.

Mtfexg：https://www.mtfexg.com/index