Designing Machine Learning Systems for High Velocity Trading

Tue, 20 Jun 2023 21:31:48 +0530

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. You don’t really have to do it though; exchanges take care of it and let you sell when you don’t own a security.

time-series on AI Logs

Designing Machine Learning Systems for High Velocity Trading

The Requisite terms

Long and Short trades