I've developed a sophisticated and proprietary HFT market-making system using the latest in reinforcement learning and AI. I'd like to partner with a person or company that has access to Interbank FX. Does anyone have access to Interbank FX on here?
Interbank FX, anyone?
- Thread starter robthequant
- Start date
Can you explain what you mean?
I have just started to try to soften my treatment of clowns and you jump in and take over. Lol.
Market making algorithm that places both bid and ask limit orders at the same time. Inventory control, spread between the bid and ask, frequency of quotes, and the skew (whether it's leaning more towards bid or ask) is fully controlled by AI. I wrote it from scratch in c#. Trained and tested on 2 years of tick data. It can make ~ 500k trades per year. Judging from the responses this forum may not be the best place to talk about this.
yeah I guess there's nothing "elite" about this forum. It should be called "clowntrader.com" 
How did you write an ai model from scratch in c#? I am not aware of such tools. Care to elaborate?
I've tried to too. The problem is every week we get someone with the cure-all for our market woes. This guy claims to have been smart enough to develop a sophisticated strategy with all the right buzzwords, but too dense to realize he can probably call citadel to sell it.
Everything here smells fishy.
I'm not really using any off the shelf tools. I'm a programmer with 20+ years of experience, worked for investment banks etc... I just used Visual Studio... It's just countless hours of deep study of AI, marketing making and full-time hard work coding for over a year. It's not something a non-programmer can put together with commercially available tools.