How to use Rapid Miner to optimize High Frequency Trading program ?

hs1130hs1130 Member Posts: 1 Contributor I
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  :D

Answers

  • mschmitzmschmitz Administrator, Moderator, Employee, RapidMiner Certified Analyst, RapidMiner Certified Expert, University Professor Posts: 2,133  RM Data Scientist
    Hi hs1130,

    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
    - Head of Data Science Services at RapidMiner -
    Dortmund, Germany
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