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Timeline for Crossing the spread as a ML signal

Current License: CC BY-SA 4.0

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May 15, 2020 at 4:03 history bumped CommunityBot This question has answers that may be good or bad; the system has marked it active so that they can be reviewed.
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Nov 26, 2019 at 12:00 history tweeted twitter.com/StackQuant/status/1199296852799213571
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Jan 21, 2019 at 2:01 history bumped CommunityBot This question has answers that may be good or bad; the system has marked it active so that they can be reviewed.
Dec 21, 2018 at 22:51 answer added Ezy timeline score: 1
Dec 21, 2018 at 0:03 history edited davegaut CC BY-SA 4.0
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Dec 20, 2018 at 23:57 history edited davegaut CC BY-SA 4.0
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Dec 19, 2018 at 21:07 history edited davegaut CC BY-SA 4.0
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Dec 19, 2018 at 20:03 comment added LazyCat If that's the purpose of the question, then that's how you should ask it: "How do I find a signal, that is strong enough to overcome the spread cost". However, for all practical purposes, it's too close to "How do I make a lot of money" and is discouraged in the forum.
Dec 19, 2018 at 19:24 comment added davegaut @LazyCat Thanks for your answer! Yes, you are right, but I need to create a signal for supervised learning first. This is one of the main purpose of my question.
S Dec 19, 2018 at 19:18 history suggested Theodore
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Dec 19, 2018 at 17:31 review Suggested edits
S Dec 19, 2018 at 19:18
Dec 19, 2018 at 12:49 history edited davegaut CC BY-SA 4.0
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Dec 19, 2018 at 12:05 comment added LazyCat So far your "principle" only says you need large moves to cross the spread. You need a way to predict these large moves.
Dec 19, 2018 at 4:44 history asked davegaut CC BY-SA 4.0