Together with Andrei Kislitsin we have developped ...

# datascience

[Ролан]

Together with Andrei Kislitsin we have developped a platform demonstrating the use of coroutines for reactive streams, KMath and Plotly.kt for high frequency trading analytics. Keep an eye on the repo as we will continue to add more and more interesting examples especially involving our Deep Learning framework within KMath based on pytorch: https://github.com/grinisrit/noa-atra-examples

[zaleslaw]

What do you recommend as an intro to high frequency trading and DL common usage? Very interesting to read something in this field

[Ролан]

there is an ocean of literature on this actually, for example: https://arxiv.org/abs/2007.15982

[Ролан]

there is then all the reinforcement learning story about optimal executions

[Ролан]

https://arxiv.org/abs/2101.07107

[Ролан]

the hardest is always to get the data - and you have it nicely done on our platform

[Ролан]

and it's all free of course - crypto exchanges send quotes and trades publicly

[zaleslaw]

Thanks for the links, will start my small research in this field from these links and platform