experience exchange on model development

[quantparis]

Hello

I'm looking for someone who can interested in exchanging idea and experience on model development particularly on high frequency series with a special focus in Signal Processing and Machine Learning

if you are interested do not hesitate to post a private message

thanks

 

[TSGannGalt]

U start.

 

[avarus]

Genetic algorithms help see when the eyes don't.

 

[xiangfin]

Quote from quantparis:

Hello

I'm looking for someone who can interested in exchanging idea and experience on model development particularly on high frequency series with a special focus in Signal Processing and Machine Learning

if you are interested do not hesitate to post a private message

thanks

Hi,

Which part are you stronger with? Experience or quant skills? By the way, are you from Paris?

 

[chvid]

I am interested in exchanging ideas but I am not doing anything "high frequency".

I work with parameterized models that I optimise with genetic algorithms.

I do not do much signal processing beyond simple averaging.

If anything; for price data I found useful to take in account volume (and create some variation of a volume weighted moving average) rather making a more elaborate filter.