Multi horizon forecasting for limit order books

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  • Опубліковано 14 січ 2025

КОМЕНТАРІ • 6

  • @paix311
    @paix311 2 роки тому +2

    think you soo much If you have other video like this share it with us or if you can share with me somme channels about this subject .

  • @arbitrage-technologies487
    @arbitrage-technologies487 5 місяців тому +4

    the most crazy is that in order to forecast 100 tick u only need smart agregated orderflow events...but AS USUAL, math genius who doesnt understand nothing to market comes with a hammer to kill a bug...
    Leonard de Vinci disait:
    SIMPLICITY IS THE ULTIMATE SOPHISTICATION

    • @actionclanton
      @actionclanton 4 місяці тому +2

      this was overkill but he's a QR not an actual risk taker. I liked the research and it gave me some future ideas to research

    • @ExtremeFader
      @ExtremeFader 2 місяці тому +2

      You really think you can consistently forecast 100 ticks of movement? That is a pretty bold claim man.

  • @MrMaguuuuuuuuu
    @MrMaguuuuuuuuu Місяць тому

    Not practical as it will take a long time to run the model - more than 100 ticks.

    • @pakonicoco
      @pakonicoco 15 днів тому

      Idk bout estimates but everything is possible with enough resources/computing.