Discussion/Non Quantitative Signals in ML

  • April 7, 2014 · 7:30 PM
  • This location is shown only to members

Sorry that our last meeting got cancelled due to the meetup website problem.

We are ready for a new meeting! It will be very interesting. We will start off discussions on non-quantitative signals.

Also, please think about the meeting after next in the end of April. Can someone present any interesting problems, thoughts, ideas you came across? A practical ML analysis would be interesting too. No need to prepare a lengthy presentation. Even a problem you are trying to solve would be good.

Please RSVP with full name for security.

Looking forward to our next meeting!

Werner


Join or login to comment.

  • Chuck H.

    Thanks to all who offered their comments on the topic of 100 ms periodicity in Forex. Some references related to items that I discussed:

    1) A discussion of 100 ms clock-time periodicity can be found in ‘Low Latency Trading’ a working paper by Hasbrouck and Saar. http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1695460

    They use NASDAQ data, but the high-level characteristics (Fig 1 in their paper) are similar to the examples that I shared using EURUSD data 2) Dr Joel Hasbrouck is your neighbor! He is a Prof at the NYU Department of Finance. Perhaps you might draft him as a speaker! His link at NYU is:
    http://people.stern.nyu.edu/jhasbrou/ The findings that I shared are destined for blog entry in the near future. I’ll supply a link to those that are interested.

    Last of all, thanks to Werner for putting the group together!

    May 1, 2014

  • Werner N.

    Interesting

    1 · April 9, 2014

  • John W.

    delayed at office, sorry I can't make it!

    April 7, 2014

  • Vivek M.

    X

    March 27, 2014

Imagine having a community behind you

Get started Learn more
Rafaël

We just grab a coffee and speak French. Some people have been coming every week for months... it creates a kind of warmth to the group.

Rafaël, started French Conversation Group

Sign up

Meetup members, Log in

By clicking "Sign up" or "Sign up using Facebook", you confirm that you accept our Terms of Service & Privacy Policy