New answers tagged high-frequency
3
votes
Target variables in high frequency trading
What you need depend on what you are trying to do (note that the rest of the explanation is very simplified).
If your target is to execute a big order, you can use a short term mid price prediction to ...
Top 50 recent answers are included
Related Tags
high-frequency × 272market-microstructure × 54
market-making × 41
algorithmic-trading × 39
volatility × 37
trading × 26
quant-trading-strategies × 25
limit-order-book × 24
time-series × 23
tick-data × 22
high-frequency-estimators × 22
programming × 19
equities × 16
market-data × 14
garch × 12
order-execution × 10
fx × 9
data × 9
forecasting × 9
arbitrage × 8
modeling × 8
intraday × 8
machine-learning × 7
latency × 7
historical-data × 6