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Hidden markov models applied to on chain data to predict tick level XRP price

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Hello world!

 working on a project team to apply hidden markov models to analize on chain data to predict price movement on XRP at a tick level, integrating latency arbitrage and statistical arbitrage to levereged XRP instruments. Poject will take advantage of SOR ( smart order routing ) trough huobi, and use a market neutral approach. Project will kickstart in python, than moved to faster execution infrastructure if needed. 

Suggestion are very welkome, we will set up a slack channel soon for who might be interested. 

Please help and get involved!

Edited by bodytexture

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23 minutes ago, bodytexture said:

Hello world!

 working on a project team to apply hidden markov models to analize on chain data to predict price movement on XRP at a tick level, integrating latency arbitrage and statistical arbitrage to levereged XRP instruments. Poject will take advantage of SOR ( smart order routing ) trough huobi, and use a market neutral approach. Project will kickstart in python, than moved to faster execution infrastructure if needed. 

Suggestion are very welkome, we will set up a slack channel soon for who might be interested. 

Please help and get involved!

Not to discourage you, but hedge funds and high-frequency traders do this kind of work to get an edge over other large investors -- and are only statistically successful a small amount of the time. My understanding is that the organizations with enormous amounts of money and high-frequency capabilities are the ones who succeed in this area, and even then they are often bested by the S+P 500 when looking at annual returns. Crypto may be different but it will operate on the same principles.

Personally I'm longterm investing with a utility mindset because crypto is so young that, in my opinion, the best latency arbitrage is the one between now and a year from now. But I understand that's not necessarily true for every crypto or every investor, and plenty of people can earn a living doing arbitrage.

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Why already focus on HMMs if you are just starting out? Anyways, I don't see why someone would help or get involved in such a venture if you are not hiring or offering equity in the project. Are you developing this in the open or will this be a private team?

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Open, i'm betting on not doing it for the profit. some how this way will bring me some profit eventually, some other way around if we built it good enough.

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