Designing Machine Learning Systems for High Velocity Trading
As one of my works at Mu Sigma Labs, I was part of a research project on the High Velocity Time Series on early 2019. One of the goals was to create a high velocity trading app using Pair Trading. The Requisite terms Long and Short trades Long trades are buying a security. Short is selling a security even when you don’t own it. It generally means that you are borrowing someone’s securities and selling them in the hopes of buying it back for lower cost later and returning it and hence, making a profit....