Types
- Market micro-structures: Low Latency, High-Frequency Trading (HFT/sub 1ms) / Order placement optimisation, transaction cost reduction (friction).
- Statistical Arbitrage: Statistical arbitrage of correlation divergences between different asset class, as well as between assets within a same class.
- Technical Analysis (charting): Time series analysis together with their properties: mostly statistical moments, chart indicators, RSI, MACD, etc…
- Pattern Recognition: Analysis of quasi repetitive time-frame dependent patterns in markets. Use of Neural networks, Machine Learning, Artificial Intelligence such as form recognition. Automated probabilistic learning, particularly Bayesian / Regression, Non-Linear Optimization.
Knowledge
Statistics / Probabilities (Stochastic Methods)
- Arbitrage
- Risk management
- Pricing issues
