I wonder how they manage to train a deep network using single CPU cores and no GPU... without taking months to finish the process.
The larger size you trade, the more that slippage becomes a problem. This is true on any market, those who are trading large size do so patiently...
Most exchanges work with Price/Time priority. Where price means that Bids and higher prices and Offers at lower prices get filled first. Then...
AWS comes in handy if you need to scale up in heartbeat and then scale back down in another heartbeat. For example, if you want to collect every...
and they're leasing for around $300... http://www.cmegroup.com/company/membership/individual/cme.html#pricing
I wonder how that worked, since T3 requires traders to be registered and licensed... and WTS' didn't
Some folks at MIT have designed RNN's to compose music. http://web.mit.edu/felixsun/www/neural-music.html This article has a good step by step...
Btw. This paper seems interesting & relevant to this topic. https://arxiv.org/ftp/arxiv/papers/1603/1603.00751.pdf
Im not sure if it is the right approach... if anything it'll allow to reuse techniques developed for machine vision (such as CNN's) and *maybe*...
Maybe, literally teach the CNN to read the chart with colors and all...
Hey guys, pretty nice discussion so far. How do you get adapt the CNN's design to work well with time series data? I was under the impression...
But on the retail level you're paying way more than the $0.20 on 100 shares that you get from rebates... The rebate may help a bit with the cost,...
maker taker fees get more important as you get closer to institutional HFT... if you're holding positions for sub-second to a few seconds, then...
Thats a good point.
I think he means that he develops the technology, and can take a strategy given by the trader and put it into software... He states that he has a...
This one's $49... from Yale... https://www.coursera.org/learn/financial-markets
most brokers offer some kind of smart router... but even if routed manually you do have some protection from the market's rules... If you're...
you can plugin the yahoo api to python, that way it takes about a second per symbol to get a good chunk of daily data, make calculations on it and...
They only execute a small % of daily volume across the different indices. But thanks to MiFid2 best execution rule the prices should follow each...
yahoo... https://ca.finance.yahoo.com/q/hp?s=YHOO They give you the daily prices, put in excel and calculate the percent changes.
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