Practical Concern on Algorithmic Trading and HFT
Practical Concern on Algorithmic Trading and HFT I just design a trading strategy based on signal of hidden order placements. Tests on historical data (4 stocks, one month) show significant positive returns. Since this is a cool strategy which require only public visible order data to estimate the model parameters and make decisions, I personally …
Practical Concern on Algorithmic Trading and HFT Read More »
