Timeline for Target variables in high frequency trading
Current License: CC BY-SA 4.0
6 events
| when toggle format | what | by | license | comment | |
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| Sep 2, 2023 at 16:58 | comment | added | Alex D | @QMath Yes. But you can make this model more complex or sophisticated. Or just be the fastest. Or the greediest (PFOF). | |
| Sep 2, 2023 at 3:25 | comment | added | QMath | Thank you for the variety of examples/succinct explanations! :) In your second example, when you mention "bid/ask price crossing" are you referring to something like, after accounting for market frictions/slippage/etc., going short (respectively long) when the current execution bid (ask) price is higher (lower) than the predicted future execution ask (bid) price? | |
| Sep 1, 2023 at 13:50 | history | edited | Alex D | CC BY-SA 4.0 |
Added a line about arbitrage
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| Sep 1, 2023 at 13:33 | history | edited | Alex D | CC BY-SA 4.0 |
added 85 characters in body
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| S Sep 1, 2023 at 13:27 | review | First answers | |||
| Sep 1, 2023 at 13:57 | |||||
| S Sep 1, 2023 at 13:27 | history | answered | Alex D | CC BY-SA 4.0 |