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Does anyone have an idea or even example of what type of algorithms Hedge Funds like Renaissance/TwoSigma or any other firm of that size use? Do they implement long-term or short-term / intraday algos?
Can you help answer these questions from other members on NexusFi?
I could only glean from the book "The Man Who Solved the Market: How Jim Simons Launched the Quant Revolution"....
that they were focused on daily data.
Intraday high frequency trading was something they ignored IMHO.
