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by pyrrhotech 1626 days ago
This looks cool, I signed up. I may have to employ this in my algotrading pipeline. I've collected historical data from 100s of different indicators and I'm currently using a largely heuristic approach with some light ML on subsets, but so far I haven't had the ML breakthrough I've been looking for, https://grizzlybulls.com/models/vix-ta-macro-advanced
2 comments

I think you're going to have a hard time using historical data to deploy a real time algo trader, unless your strategy involves only trading on a macro scale or against some time horizon. One hour and 30 minutes is pretty common as you typically see a flurry of volume at these intervals. 30 minutes also has some legacy pit trader strategies that I'm sure automated systems use. Arbitrary time slices of price or volume data doesn't really dictate how the market works in real time however. Hmmm, now that I think about it this might be viable, but execution is an entirely different beast in production depending on which instrument you're trading. Have to consider current volatility, slippage not to mention all of the crazy stuff that happens at the liquidity level... And even then things get spoofed all the time. Then you start dealing with the HFT stuff.
Thanks for trying us out. We just added a beta for classifying tabular inputs (a mixture of text and numbers) - this may be of interest to you. We have seen some people use our platform to detect stock market trends. Let us know how it goes and reach out if we can help (george at nyckel dot com).