Re:How I made $500k with machine learning and high frequency...
by vellum on Tuesday November 06, 2012 @01:09PM
(#4749596)
1.)Getting a server close to the exchange
2.)Finding a good predictor. Predicting up or down is easy on paper. Finding a predictor that a.)beats the spread, b.)factors in lag time to execution, and c.)factors in commission, is hard.
3.)Market regime changes. What works a few months ago isn't guaranteed to work now.
2.)Finding a good predictor. Predicting up or down is easy on paper. Finding a predictor that a.)beats the spread, b.)factors in lag time to execution, and c.)factors in commission, is hard.
3.)Market regime changes. What works a few months ago isn't guaranteed to work now.