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Abstract
ffect on MM/toxic flow and scaleability has not been elucidated.</p><p id="a558">The Code:</p><figure id="fa28"><img src="https://cdn-images-1.readmedium.com/v2/resize:fit:800/1*1XlZ9Rla49iEOfzwmvjdbw.png"><figcaption></figcaption></figure><p id="46b2">The Results:</p><figur
Options
e id="10fe"><img src="https://cdn-images-1.readmedium.com/v2/resize:fit:800/1*h2hycpqptI-N856LmpB_kw.png"><figcaption></figcaption></figure><p id="eadd">Play around with this one… I assure you, it’s simple; but has potential to be alpha with some tuning.</p></article></body>
I created a trigonometric SVM clustering signal utilizing k-means and finding the hypotenuse on fractional brownian motion samples simulating price data. The results do not account for taker effect on MM/toxic flow and scaleability has not been elucidated.
The Code:
The Results:
Play around with this one… I assure you, it’s simple; but has potential to be alpha with some tuning.
