How I made $500k with machine learning and high frequency trading

Re:How I made $500k with machine learning and high frequency... by fr0sty on Tuesday November 06, 2012 @10:24AM (#4748755)

Wouldn't the term "Statistical Arbitrage" be a more apt description of what you were doing?

If you are relying on a broker-supplied pricefeed over the internet you are far outside the real of what is traditionally understood as "High Frequency Trading".

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Re:How I made $500k with machine learning and high frequency... by jspaulding on Tuesday November 06, 2012 @10:35AM (#4748806)

It wasn't anything over the internet. I had a server rented at my broker who were situated close to the exchanges in Chicago and had direct lines. For sure I was not the fastest but only behind by a couple milliseconds perhaps.

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Re:How I made $500k with machine learning and high frequency... by fr0sty on Tuesday November 06, 2012 @10:50AM (#4748895)

Ok, that wasn't clear to me.

You talked about programming hotkeys (and then automating the hotkeys) so I assumed this was running on your desktop.

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Re:How I made $500k with machine learning and high frequency... by jspaulding on Tuesday November 06, 2012 @02:58PM (#4750352)

oh right.. well in the very beginning it was.

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Re:How I made $500k with machine learning and high frequency... by mej10 on Tuesday November 06, 2012 @10:46AM (#4748867)

How much does that cost?

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