Uncategorized 21 Dec 2022 Market Depth HFT Trading strategy with Machine Learning (Part II) In the previous post, I described a system for trading a 1-second resolution DOW30 index based on market depth and… alon@alphaoverbeta.net
Money Talks 07 Dec 2022 Market Depth HFT Trading strategy with Machine Learning Preface In this post I will describe a successful trading strategy that uses market depth (AKA level 2) data for… alon@alphaoverbeta.net
Uncategorized 20 Nov 2022 CSV Trader A Python script will execute trades described in an Excel spreadsheet. I saw a growing need among my clients… alon@alphaoverbeta.net
