Hi, like I said on my personal trading journal found here: (https://www.cliqforex.com/trading-sy...g-journal.html) I am creating a new stat-arb egy. I'll be focusing on finding patterns in tick volume in order to track and predict large flows of capital between currencies. I believed it would be suitable to form a discussion on predatory high frequency trading. I myself am not a market maker/scalper, as a result of broker I use, but if you're a market maker/scalper don't hesitate to discuss the way your trading is going/provide personal consciousness.
I am exploring the use of neural networks when finding patterns in data. I am currently sampling and modeling data on 5m pubs, but trading on 333ms increments. The reason for rounding to 5m pubs is computational. It only requires to computing that is much to do tick data. 1 day I hope to try tick data, but it is likely I will need to rent a cloud established vm. I have used cheap vms in the past to scrape and record encode info, but it can require 20-60 secs to backtest just 16 hours of tick data. That makes it impractical to networks.
I'm performing some visualizations of the data as it investigates, therefore I can find a clearer idea about what a few of the connections plot out looking like. Here is an example.