Short term quantitative models

Short term quantitative models are defined as featuring a forecast horizon shorter than 24 hours.

They complement well the multi-days horizon quant models by providing forecasts in the short term.

They leverage the quant framework existing infrastructure that has been extended for supporting minutes bar data and other constraints arising from these models, most notably code optimization necessary to deal with more frequent rebalancing and larger datasets.

Concrete short-term quant models are updated intra-daily, several times.

They use tradFi ETFs inputs as opposed to continuous tradfi Futures as the former data is updated more often during the day.