EURUSD High Frequency Trading

Hello pairs18,

Do you stay in the trading way ? good result ?

Can you explain the Skew Vectors ? How you found it ?

Thx
Regards.

I wonder how did you implement Triangular Arbitrage? as far as I understand you can only do this Triangular Arbitrage through multiple brokers and there is a very very big chance that you will be too late? Can you give some insight?

I have managed to build a trend oracle by using hidden markov models, r2 and clustering. It will be correct in 60% of times and works within time gaps of few seconds.

Anyone using here HMM and correlations to predict trends?

inspirito,

You don't need multiple brokers to do triangular arbitrage. What you're talking about is latency arbitrage but speed is a concern in both cases.

How about this project?