Timeline for Crossing the spread as a ML signal
Current License: CC BY-SA 4.0
18 events
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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. | |
Jan 16, 2020 at 3:04 | 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. | |
Nov 26, 2019 at 12:00 | history | tweeted | twitter.com/StackQuant/status/1199296852799213571 | ||
Sep 18, 2019 at 3:02 | 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. | |
May 21, 2019 at 3:02 | 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. | |
Jan 21, 2019 at 18:45 | review | Close votes | |||
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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 | |||
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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 |