User wildbunny

0 votes

Fitting k from Avellaneda but the curve is not exponential

answered May 13, 2023 at 15:09

0 votes

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

answered Jan 2, 2020 at 10:23

1 vote

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

answered Aug 9, 2019 at 10:14

1 vote

Accepted

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

answered Jun 11, 2019 at 14:50

4 votes

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

answered May 6, 2019 at 11:08

3 votes

Accepted

Avellaneda-Stoikov empirical estimation verification

answered Apr 24, 2019 at 13:06

2 votes

How to normalize technical indicators for machine learning?

answered Apr 2, 2019 at 8:13

1 vote

Function price output hops around sometimes due to rounding

answered Apr 1, 2019 at 8:15

1 vote

How to forecast high-frequency data?

answered Feb 19, 2019 at 13:16

1 vote

What is the order flow imbalance?

answered Jan 29, 2019 at 8:47

2 votes

Algo trading execution simulation

answered Jan 23, 2019 at 14:15

1 vote

Difference between Stop sell and limit sell

answered Jan 21, 2019 at 13:54

-2 votes

Modelling HFT data

answered Jan 16, 2019 at 12:12

1 vote

Financial forecasting and Optimal order submission

answered Jan 8, 2019 at 10:10

5 votes

Backtesting Market Making Strategy or Microstructure Strategy

answered Jan 6, 2019 at 9:46

0 votes

What actually drives a stock price up ou down?

answered Jan 4, 2019 at 15:12

3 votes

Technical Analysis in HFT

answered Jan 4, 2019 at 10:40

1 vote

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

answered Jan 3, 2019 at 19:34

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18 Answers

Fitting k from Avellaneda but the curve is not exponential

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

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

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

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

Avellaneda-Stoikov empirical estimation verification

How to normalize technical indicators for machine learning?

Function price output hops around sometimes due to rounding

How to forecast high-frequency data?

What is the order flow imbalance?

Algo trading execution simulation

Difference between Stop sell and limit sell

Modelling HFT data

Financial forecasting and Optimal order submission

Backtesting Market Making Strategy or Microstructure Strategy

What actually drives a stock price up ou down?

Technical Analysis in HFT

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