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How to use Rapid Miner to optimize High Frequency Trading program ?
Learner III
I have an Excel file with about 500 lines, each line is a trade, the 1st column is the PnL resulted from the trade, and other 10~15 columns are attributes of the trade
My objective is to find a model that will filter these 500 trades down to about 200 trades optimizing Total profit
What kind of data mining model is suitable for this scenario, and how do I set it up in a popular software package such as Rapid Miner?
Many Thanks
My objective is to find a model that will filter these 500 trades down to about 200 trades optimizing Total profit
What kind of data mining model is suitable for this scenario, and how do I set it up in a popular software package such as Rapid Miner?
Many Thanks
0
Answers
it is great to have you here!
Could you give some pseudo data? It is hard to imagine what you realy weant to do.
What i imagine is, that you want to find the general rules of your data set whether to do a trade or not. Am i right?
Cheers,
Martin
Dortmund, Germany