Simple HFT Strategies.
- Thread starter Raniel
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Out of interest have you made models before?
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- 2/11/14
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I'm not a pro quant trader, but im quite familiar with statistics, and programming, i just need, basics from a - z with examples.
Something that i will be able to implement fast, not another 10'000 pages book that tells nothing
. If you know some practical resources please share, i didn't find anything useful in internet.
Something that i will be able to implement fast, not another 10'000 pages book that tells nothing
. If you know some practical resources please share, i didn't find anything useful in internet.
- Joined
- 5/23/13
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no1 will share. u should do some research on market micro-structure and time-series analysis.
better find some long-term real hf data with bid-ask spread, volume, etc. (hardest part)
better find some long-term real hf data with bid-ask spread, volume, etc. (hardest part)
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Some trading strategies based on ANNs
Moody et al. - http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?arnumber=935097&reason=concurrency
Dempster et al. - http://www.sciencedirect.com/science/article/pii/S0957417405003015
Evans et al. - http://www.sciencedirect.com/science/article/pii/S0895717713000290
Moody et al. - http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?arnumber=935097&reason=concurrency
Dempster et al. - http://www.sciencedirect.com/science/article/pii/S0957417405003015
Evans et al. - http://www.sciencedirect.com/science/article/pii/S0895717713000290
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I'm going to tentatively suggest that any "simple strategy" in this type of trading approach is going to be largely ineffective.. what makes you thikn you can do somethign easily and quickly to produce profits (assuming that is your goal 
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