November 2019
Beginner
394 pages
10h 31m
English
Content preview from Learn Algorithmic Trading
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Signals
Once limit order books are built, every time they are updated due to new incoming market data information, we build signals using the new information.
Signals are called by various names—signals, indicators, predictors, calculators, features, alpha, and so on—but they all have roughly the same meaning.
A trading signal is a well-defined piece of intelligence that is derived from incoming market data information, limit order books or trade information that allows a trading strategy to get a statistical edge (advantage) vis-à-vis other market participants and, thus, increased profitability. This is one of the areas where a lot of trading teams focus much of their time and energy. The key is to build a lot of signals in order to have ...
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