The difference between high-frequency trading and quantitative trading is: the time scale of trading and the different trading strategies.

1. Transaction time scale: High-frequency trading refers to the use of computer algorithms to conduct a large number of buy and sell transactions in a very short period of time in order to obtain small profits. High-frequency trading is often carried out in seconds or even milliseconds, and the trading algorithms used are also very complex. Quantitative trading is a more extensive trading method that uses computer algorithms to make trading decisions and formulate trading strategies through the analysis of market data and the establishment of models.

2. Trading strategy: High-frequency trading relies on instantaneous changes in market fluctuations and makes profits by quickly responding to market changes for buying and selling. High-frequency trading usually requires a high degree of technical and financial support, and has very high requirements for the speed and stability of the trading platform. Quantitative trading usually focuses on long-term market trends and potential returns, rather than short-term price fluctuations. Quantitative trading usually requires the establishment of a complete trading system, including data collection and analysis, model construction and optimization, and transaction execution.