#现货与合约策略 High-Frequency and Quantitative Strategies in Contract Trading

High-Frequency Trading (HFT) and quantitative strategies rely on algorithms to capture small price differences, such as triangular arbitrage and market-making strategies. Orders are executed in milliseconds through APIs, profiting from small margins in highly liquid markets. Individual investors can simplify applications, such as mean-reversion models based on statistical arbitrage. However, attention must be paid to technical thresholds and hardware costs, and excessive optimization may lead to strategy failure.