Predatory High Frequency Trading Machine Learning Thread -
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thread: Predatory High Frequency Trading Machine Learning Thread

  1. #21
    Tested my hft egy for three days on limited capital volatility alloion simply to find out it that I forgot to multiply my own energetic allocaion supply by -1. Dropped .3% of yield on trade size, but just restarted it, it's running and it's netting profit

    AWESOME

  2. #22
    black deal swaps
    I am familiar with fx/cross currency swap contracts, but not black thing. What distinguishes them?

  3. #23
    Member Ejbl's Avatar
    33
    tested my hft egy for 3 times on restricted capital volatility alloion simply to find out it I forgot to multiply my dynamic allocaion supply by -1. Dropped .3% of return on trade size, but just restarted it, it's running and it's netting profit AWESOME
    so there is no fundamentals in this system??

  4. #24
    quote so there's no fundamentals in this system??
    There's fundamentals in the sense it analyzes transactions/volume rather than price. Afterwards I intend to add news events and proximity to them and since them as a enter as well.

  5. #25
    Member Ejbl's Avatar
    33
    quote there's fundamentals from the sense it analyzes transactions/volume rather than price. Afterwards I intend to add news events and closeness to them and since them as a enter too.
    Is it running ? What is new about it can you give some details

  6. #26
    quote is it running ? What's new about it can you provide some details
    it is inactive, no large enough transactions to make a profit off its influence on the market. I have noticed it transactions alot about periods of high volatility.

  7. #27
    Member Ejbl's Avatar
    33
    quote it's inactive, no large enough transactions to make a profit off its effect on the market. I have noticed it trades alot around periods of high volatility.
    Dont you believe the connections the software found are only available due to the little amount of information??

  8. #28
    quote dont you think that the relations the software discovered are only available because of the little amount of information??
    I used a in sample evaluation, but later tried out of sample. Found success on the out of sample information. Not probably the effect of data.

  9. #29
    Member Ejbl's Avatar
    33
    quote I used a in sample evaluation, but afterwards tried from sample. Found great success on the out of sample data. Not probably the result of data mining bias.
    Just how much data for both??

  10. #30
    quote I used a in sample evaluation, but later tried from sample. Found great success. The result of data mining prejudice.
    Hi I am over 3 times your age and forgive me for saying that I am totally lost as much as understanding what you're doing except the part about predicting big player/large investor moves sounds incredibly interesting.

    Anyhow what I did notice is that you are among a very few who saw and traded the major drop yesterday. Was that the software or fortune? When it was the appliions you've got a disciple!

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