This alludes that all quantitative trading is high frequency trading. I would think all high frequency trading is quantitative trading but converse is not always true.
Because then one of the most successful quant funds like twosigma and rentec are not doing quant trading since hft is only small portion of their business. You cannot manage 50B in an hft strategy single handedly. The author lives in a different dimension, but my dimension could be wrong!
HFT is best defined as predicting movements under a tick; everything above a tick is out of HFT territory. Latency requirements could still be pretty serious though, as many models at many firms can act simultaneously for longer frequencies as well.
Also low latency trading is not always high frequency trading. Low latency trading can just be about getting queue priority.
Exactly. Quant funds like AQR do very little high frequency trading.
Indeed. One of my favorite finance talks is "A Breif and Biased Survey of Quantitative Investing" by AQR's Cliff Asness, which talks about what quant funds actually are. Link for those curious: