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Diagnosing model failure in high-frequency trading
Data in the AI era
32 minutes
2 months ago
Diagnosing model failure in high-frequency trading
You’ve cleaned the data, built the model, tuned the parameters. The signal is still flat. What next? In this episode of Data in the AI Era , Judith Gu, Head of Equities and FX Quant Trading Strategies at Scotiabank, joins Peter Finter to unpack a real-world modeling breakdown in high-frequency trading and explain what really matters when your models don’t work.
Check out the show notes here.