Mark (Hudson River Trading researcher)
👤 SpeakerAppearances Over Time
Podcast Appearances
Yeah, I think so.
So I've given you like real order book data that is snapshots of the top five levels of the order book, both on the bid and ask side for a couple of different tech stocks.
Nvidia, Tesla, AMD, etc.
What is the shape of the prediction?
Are we predicting?
Why don't you take the data frame, look at its Y values and just kind of like histogram it.
They are centered at zero.
They're roughly centered at zero.
Yeah.
But target of what exactly?
So these things are changes in the mid price from like now to some short period of time in the future.
This is actually quite interesting.
It's like a mystery to solve.
And each one of these can be like a sizable chunk of time for a researcher.
Mark, where can people learn more?
They can learn more at Hudson-Trading.com slash DoorCash.
Amazing.