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The author explains at README.md:

>Sure, I had some questions "how is this high-frequency" or "not for UHFT" or "this is not front-running". Let's take a closer look at these definitions:

> High-frequency finance: the studying of incoming tick data arriving at high frequencies, say hundreds of ticks per second. High frequency finance aims to derive stylized facts from high frequency signals

>High-frequency trading: the turnover of positions at high frequencies; positions are typically held at most in seconds, which amounts to hundreds of trades per second.



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