experience exchange on model development

Discussion in 'Automated Trading' started by quantparis, Dec 21, 2007.

  1. Hello

    I'm looking for someone who can interested in exchanging idea and experience on model development particularly on high frequency series with a special focus in Signal Processing and Machine Learning

    if you are interested do not hesitate to post a private message

  2. U start.
  3. avarus


    Genetic algorithms help see when the eyes don't.
  4. xiangfin



    Which part are you stronger with? Experience or quant skills? By the way, are you from Paris?
  5. chvid


    I am interested in exchanging ideas but I am not doing anything "high frequency".

    I work with parameterized models that I optimise with genetic algorithms.

    I do not do much signal processing beyond simple averaging.

    If anything; for price data I found useful to take in account volume (and create some variation of a volume weighted moving average) rather making a more elaborate filter.