What should you found an present relation do u look for the fundamentals behin??
Yes, I am researching a system found by my neural network. It studies order flow. However the machine learning only knows it functions, it does not know why.
My model uses tick quantity as an indior of relative transaction frequency. Orderflow is your patterns in orders/volume
Tested my hft egy for three days on limited capital volatility alloion simply to find out it I forgot to multiply my lively allocaion supply by -1. Dropped.3percent of yield on trade dimensions, but only restarted it, it is running and it is netting profit
AWESOME
Do you have newer version?
I hope you'd consider stoploss to avoid being hit by black swans.
I am seeing a wealth manager tommorow to talk about possibility of internship. Will be presenting this historical data to him.