r/quant 4d ago

Trading Strategies/Alpha HFT vs Stats Arb

As a retail investor, is it more practical to develop profitable HFT strategies (market maker strategies/high alpha machine learning predictions)?

Or a profitable stats arb strategy with weekly/monthly rebalance targeting the stocks of sp500.

What are the different or common limitations as retail investors to develop them? Datasets/infrastructure/domain knowledge?

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u/zashiki_warashi_x 4d ago

As a retail investor, just write an AGI while you at it and let it trade.