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A really profitable HFT algorithm that has proven itself in the live market will cost six to seven figures in US currency.
Request to all
If you come across articles, books, studies (Russian-English) on the subject of HFT for spot market(interbank), please write the name of the article, study, book and author.
The price will fall by much with the release of MT5 on the live markets, because the terminal is very popular and still with the function of writing these robots for high frequency trading, this is only the beginning so to speak (high-frequency traders have not yet tried the product), and many newbies will appear on this subject and conduct research, then the terminal is available
Massively savvy products will not be on the market. The number of people in this field does not mean that they will create quality products.
In any case, quality and efficiency will always be expensive, because the product has a real cost (time, knowledge, investment in equipment)
Now it's just unreal to find something qualitative about HFT for Interbank Market on the World Wide Web. Even some sensible thinking in what direction to move, approaches, directions of research.
For example:
In order for HFT to work effectively it is necessary to identify effective parameters that affect the market in the short, medium and long term.
There's no discussion about these effective qualitative and quantitative parameters.
To find people who use mathematical methods to find real effective parameters (ready to discuss them) in the liquidity flow and who have never filled their heads with that rubbish in the form of hundreds of modifications of technical indicators is very difficult.
Only a competition on HFT algorithms in the real market with live deposits may try to breathe life into HFT research on the basis of existing and future MetaQuotes products, instead of "Who knows what championship" annually held for the sake of showing off.
There is even a lot of interesting stuff toread about the HFT attachmenthere
Only a competition on HFT algorithms in a live market with live deposits can try to breathe life into HFT research based on existing and future MetaQuotes products, and not that "championship of who knows what" which is held every year for show.
I would like to find (read for general development) articles, scientific papers and books with a mathematical bias on the subject of trading currencies on the interbank market using HFT algorithms.
Question tohrenfx
How do you distinguish between "phantom volumes" (bids) and real volumes (which are traded)?
I'm dropping out of the public. Satisfied.
Changes in volumes on not the best bid and ask does not mean that they are phantom bids.
There are hundreds and thousands of financial institutions on the market that may not really have the same volumes and prices in the market and those institutions are really trading what is in the market, i.e. at a given moment, not just the best bid and ask, that's all.
This is not an exchange, there is no feed of real trades.
When trying to download the FDK
A window pops up where you have to enter your username and password, if you do not have them, you have to register
Here you register and then enter this data when downloading.
But, today I decided to download data on ticks and I failed. It says there is a problem with the network. May be because today is a day off. I downloaded data one week ago without any problem. I will try again on Monday.
ProstoTak:
These effective qualitative and quantitative parameters are not discussed.
It is very difficult to find people who use mathematical methods to find real effective parameters (ready to discuss them) in the liquidity flow and who have never filled their heads with a pile of rubbish in the form of hundreds of modifications of technical indicators.
It's not hard to find them. But they do not need to be discussed with all in a row (= freeloaders, who shout "give, show, teach, answer"). They are ready to discuss only with those who, to begin with, achieve something themselves and contribute. And understandably, not in a public forum.