Reinforcement Learning in HFT: How AI Learns Trading Decisions Introduction: Can AI Learn to Trade at Microsecond Speed? High-frequency trading (HFT) is evolving beyond fixed rules and traditional statistical models. Quantitative researchers are increasingly investigating machine learning techniques that adapt decisions to changing market conditions. One promising research area is reinforcement learning (RL), a branch […]
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Hawkes Processes in HFT: How Quantitative Traders Model Bursts in Order Flow
Hawkes Processes in HFT: How Quantitative Traders Model Bursts in Order Flow Introduction: Why Market Activity Arrives in Clusters Financial markets rarely operate at a uniform pace. A quiet order book can suddenly experience a burst of aggressive buying, rapid cancellations or repeated trades within milliseconds. These events may be followed by further activity as […]
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