How can machine learning help in trading decision making?
The ability of machine learning ability to translate complex data into plain language can provide help in making real time trading decisions. We will show how it can be done with the use of artificial neural networks (ANNs) applied to streaming limit order book data. We will discuss order book characterization, market regimes, ANN learning options and pitfalls of the process. We will conclude by demonstrating real life examples highlighting the advantages of ML-powered execution.