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 thanks
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.