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Tagged with papers algorithmic-trading
2 questions
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0
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Am I overcomplicating this approach to optimal actions based on a forecast?
I have been attempting to implement a simplified version of the model used in this paper which, given a forecast of future data, provides an optimal way of acting on it by choosing an optimal sequence ...
- 249
3
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Known methods for big order detection
I have an access to the order book from stock market and i am interested in finding an anomalous behaviour.
What are the known methods, algorithms for detecting big orders or other activities of ...
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