Global Macro FX -
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thread: Global Macro FX

  1. #21
    RETURNS based on percentage per week

  2. #22
    also french elleections near, neato

  3. #23
    I'm developing an HFT stat-arb egy. Look out for this

  4. #24
    14.01% profit margin

  5. #25
    Some Research I'm doing:

  6. #26
    Member Ejbl's Avatar
    33
    Some research I am doing: https://youtu.be/y87kJNaG_w0
    what's the action taken if the model breaks??

  7. #27
    quote what's the action taken if the model breaks??
    Restricting leverage. Also the egy is tested on a little balance to begin with to verify it is effectiveness.

  8. #28
    Member Ejbl's Avatar
    33
    quote limiting leverage. Also the egy is analyzed on a small balance to begin with to verify it's effectiveness.
    But its supposed to be functioning on large balance??

  9. #29
    quote but its meant to be functioning on large equilibrium??
    I must rephrase, the neural network finds egies and does early phase research. Should they work it reminds me to test it out. I code and algotrader for the egy. The machine learning is only for researching the egies. I then examine, tweak etc until they are ideal.

  10. #30

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