Login Page - Create Account

Support Board


Date/Time: Sun, 24 Nov 2024 08:07:39 +0000



Post From: Upcoming Webinar (March 15th, 4:30 PM EST): Trading with High-Frequency Algorithms

[2024-03-01 16:05:16]
SC Support - Posts: 1895
Upcoming Webinar (March 15th, 4:30 PM EST): Trading with High-Frequency Algorithms
(Webinar Registration link below)

Introduction

Thanks for coming to review the information about our upcoming webinar. We know your time is limited so we will try to provide here a summary of what we will going to cover in the upcoming presentation of our new trading tools.

What to expect. We'll discuss 3 uncorrelated algorithms with examples.

There are no Holy Grails in trading so nothing will be presented in the webinar as magic. The algorithms are, however, excellent tools, and like any tool, they must be used correctly.

Hurst Exponent
      
The Hurst exponent is a regime-switching algorithm and is used as a measure of long-term memory of time series. In trading, we will use this to see if the price is trending or mean-reverting and choose the appropriate trading style for each.

HFT Tracker
This algorithm tracks long-term and short-term styles of "informed traders" - aka, HFT. The output value tells us if the probability of informed traders is bullish or bearish.

Kalman Filter
This program is an iterative mathematical process to quickly estimate the true value, position, and velocity of what is being measured...the price of the market. Importantly, there is a prediction phase and an update phase for the near-term future.

Long-Term & Short-Term Trend Examples
- Check Hurst, then HFT, then Kalman
1) Check the Hurst first - Is it trending or choppy?
2) Check the HFT Tracker - Are informed traders buyers or sellers?
3) Check the signal processing algo - Is it predicting higher or lower prices?

Mean-Reversion Examples
1) Check regime-switching algo for the output value.
2) Reversal trades.
3) High probability trend-ending levels.

=======================================================
Please use link below to register for the upcoming webinar on March 15th at 4:30 PM (after market close).

https://us06web.zoom.us/meeting/register/tZUscequqT8qG9THeP8cYax0V1O4n8ITxTto

Please forward any questions you may have to obfutures@hotmail.com
========================================================

Disclaimers:
• All indicators are simply tools to enhance a trader's ability to succeed. There are NO Holy Grails in trading.
• Training videos will be available.