> I'm not convinced its a big task because we can treat is as a black box > and use some of the 3rd party implementations. I think it boils down to > figuring out how to apply it to JBT. For example, what is to be > estimated by > the filter ? Perhaps the price reactivity to book indicators ? If so, > the we > need an indicator for "price reactivity to book indicator."
sounds interesting - can you elaborate a bit more on this? which ready-to-go implementation(s) would you favor/recommend? what data from JBT - either native balance or price or preprocessed and/or smoothed by some indicators - would we feed into such an implementation? -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en.
