This is not the standard HFT i am talking about. This is between stable coins found on Binance but there are some trading frequency discrepancies here. Who would pursue this as a mean reverting strategy? Is it worth the time to implement you think?
I have been posting about how this industry is consolidating. It also appears that competition and low volatility are killing off the weak players. Wah wah. It looks it makes it easier for us retail traders in what few crumbs we can get.
http://www.businessinsider.com/the-fastest-traders-on-wall-street-are-in-trouble-2017-8NOTE I now post myTRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
What are some algorithms behind high frequency trading?
This is a common query but it looks like pair trading/mean reversion is most popular
https://www.quora.com/What-are-some-algorithms-behind-high-frequency-tradingNOTE I now post myTRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
Imagine we have so many videos on HFT. For all the newbies joining this growing, I wanted to introduce another video I discovered about this topic. This one is quite well done but the scary part is how HFT can impact an economy if not done right. Who knew HFT had that much power?
QUESTION DEADLINE IS JAN 19TH!! Email them to me when you join and ready!
I have selected Saturday, January 21 at 9 AM EDT. . This is the same time as New York City.
I would also like to mention I am thinking of doing a variety of ‘make up classes’ to make up for the missed tutorials in my Future/Options strategy. This includes critical topics of: Optimal Hedging Options on futures Options examples continue Additional Options concepts with comparison to Futures Option pricing more examples Call put parity Options trades
Coding samples will be offered in a combination of Python and C++.
This will need to start early 9AM EDT. Let me know what works for you.
P.S. If you are interested in this mini workshop, I would strongly recommend to jump on this AS SOON AS POSSIBLE to properly prepare for these topics if you are unfamiliar with them.
P.P.S. Looks like it will be for Sat Jan 21 at 9PM EDT! Details coming soon. NOTE I now post myTRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
P.S. Don’t forget I have a ‘Daily Digest’ which will send out a daily set of postings of research. Sign up here for it. NOTE I now post myTRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
As you know, I do like programming for the right reasons. The more challenging type of programming is based around high-frequency trading which attracted me to this whole business that I focus on. From time to time, I like to post C++ coding tricks that may be useful for those trying to launch some kind of indie algo/automated trading business.
In yesterday’s email, I introduced you to the Kelly Criterion for self-adapting money management. Today, I want to introduce you to a scenario on my analytics on trading VIX for highly volatile market regimes. While doing this, you can tell various patterns which could also be extended to make your trading decisions even better timed automatically which results in more success! This just keeps getting better and better as I introduce new videos. I can’t wait to get it up and running once I finish off the other phases of this new algo trading system.
All right, as I’ve mentioned about this training course for automated trading, I’m starting to figure out this is probably the only place you’ll be able to fully appreciate an “end to end” automated trading solution you own and control. In coming days, I’m will put together an actual schedule of all the various major phases in learning about the system. Please stay tuned.