About Order Book Models

This year I started to design/program games (in Unity) part-time. While I was playing my own prototypes, I realized that knowing the details takes all the fun of the game. I could add randomness, but still... before that I even tried to create a video poker trainer for me (a game that I enjoy).

Then I found this free little ebook and I had this idea... I can take it to another level! I need a challenge that is, at the same time:
  • a problem (Riemann Hypothesis? Too hard)
  • a game (Call of Duty Mobile? Harder)
  • a competition (UFC? Maybe later)
So I'm here, trying to get some piece of advice from you guys. C'mon, I'm 40 yo, financially stable and I have some free time. I don't think I'll devise something extraordinary (or even new) let alone make money from it.

So be nice and tell me everything you know about this trading stuff.
 
ajacobson said:
@bbt80 If you are ever in the Chicago area - post-pandemic - we'll block some time and you can come out and visit our shop. We run pretty much from Sunday PM through Friday PM.
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Really?! Thank you very much! It'd be great! I've never been in Chicago before. The hardest part is to convince my wife :) It's always the same thing... California, Nevada, Florida and NY.

Right now I'm reading that PhD thesis (and I will stay up all night).
 
vanzandt said:
Uh-oh....
That would include me too.
Fair enough I guess.
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Yeah Zandty...you and I are just dumbshits in this thread. There are so many "intellectuals" here that know it all.
I say that especially after reading that e-book on play theory.
 
Same Lazy Element said:
The general idea is that you can't beat high frequency players because of technology costs, but you can participate in the game when they are not interested. So what you want is to provide liquidity at the holding horizons or imbalances that are beyond that of the traditional HFT players. Remember that these guys do not like taking on any meaningful risk, so any 2+ sigma events in liquidity will not be readily adsorbed.
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Could you give an example scenario where HFT would stop trading?
 
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