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It's strange to call this HFT. The author makes a note of it, and I suppose has the right to call it whatever he wants.

However, newbies who use this project to learn automated trading should be aware that this is not considered HFT in the industry.




I would love to hear your definition of HFT. I've worked in the industry and never seen it defined well.


Agree with you that there is no definition of HFT. If you define it by your trading forecast horizon then I've seen some people argue that HFT could be as long as a few hours. Could you argue that HFT on a multiple second or shorter forecast timescale is not HFT? I think HFT is, more broadly, any sort of intraday trading where your signals are derived from intraday tickdata.




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