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wildbunny
  • Member for 9 years, 6 months
  • Last seen more than 2 years ago
5 votes

Backtesting Market Making Strategy or Microstructure Strategy

4 votes

Would it be fair an exchange where priority in the order book is the fee paid per share in the order?

3 votes
Accepted

Avellaneda-Stoikov empirical estimation verification

3 votes

Technical Analysis in HFT

2 votes

How to normalize technical indicators for machine learning?

1 vote

Market making: Predicting when to submit a bid at the ask

1 vote
Accepted

How can stationary time series data be used as input in an ML model?

1 vote

what happens when a stock price gaps over buy/sell stop order?

1 vote

Financial forecasting and Optimal order submission

1 vote

Difference between Stop sell and limit sell

1 vote

Algo trading execution simulation

1 vote

What is the order flow imbalance?

1 vote

How to forecast high-frequency data?

1 vote

Function price output hops around sometimes due to rounding

0 votes

What actually drives a stock price up ou down?

0 votes

How is market buy order executed when meeting both market sell order and limit sell order?

-2 votes

Modelling HFT data