I read that definition of high frequency trading too and thought it was just odd. I would imagine they wouldn't want to keep their positions open...
I assume you mean that it's not about some wheel and deal to get the feed explicitly earlier. However, if the HFT folks generally get the data...
So the feed by itself would look like a level 2 feed perhaps shifted in time? I'll preface all this with the understand that if I was a...
Out of my own curiosity, I wonder what kind of data an HFT system would have to work with at all. Are we talking something at a level even more...
I think I've seen something similar to this when I was trying to find a volume/price relationship. I wasn't able to apply it across all US...
The gap is messing it up. I think the MA with the longest period (the one with the longest tail) hasn't completely compensated for the gap by the...
This could be pretty broad so for now I will focus on a problem I'm having. I have been trying to develop an MACD-based trend following system....
I see threads straying sometimes into discussions of Random Walk Theory. Then I saw in the linear regression maestro talking about working in a...
I would wonder about calculating the risk (I just asked about that in another thread). Anyways I have wondered about this too. I had thought...
I would be interested in how you calculate your risk.
Jack, I'm not seeing this principle from the paper holding for the open-open system I intend to use. That's what I roughly inferred when I first...
I don't know about that scoring system, but maybe there's something to the relationship. I guess what to expect is as a trend continues, the...
I think that's the right basic formula, but the time span people use and how they immediately compound it with other stuff implies to me that...
okay I'm game to play with A/D and volume since I just blew a week trying to make stochastics do something for me. No go. I'd call that an...
I don't know if I'm veering too much off topic here but neural networks geek me out and I love to retell this story. I'll probably only stop when...
Yes this is what happened when I got the fools gold. I was normalizing the inputs to a span of zero to one to make it more suitable for the NN...
To be fair I do have a BS in computer engineering. I was using NEAT since it's what I could readily find without having to try to come up with a...
The argument still seems to be good/bad curve fitting, and even if it's completely bad in the first place. And then you can complicate it by...
I've seen neural networks used for classification by encoding the outputs to represent different situations. Say, detecting letters in an image...
A lot of what traders seem to consider to be curve fitting would be known as selection bias to other people. So when people talk about curve...
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