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Search: Posts Made By: Jasonnator
Forum: NinjaTrader September 5th, 2020, 06:02 PM
Replies: 5
Views: 1,974
Posted By Jasonnator
The other bit of information I would offer would...

The other bit of information I would offer would be to look into the multivariate hawkes-gamma point process. The are some good papers on arxiv showing some very promising results. Just search for...
Forum: NinjaTrader September 5th, 2020, 05:33 PM
Replies: 5
Views: 1,974
Posted By Jasonnator
Ok, I will preface this with, it's not easy. I've...

Ok, I will preface this with, it's not easy. I've been working on this very thing for the better part of a year and here's what you have to do.

You have to track your own entire order book....
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What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

 


 
 


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