I have been delving into HFT ideas and concepts. I am curious to be able to talk to others on ideas etc. I know there are some that have some indicators developed including me. I am not asking that these need to be publicly provided here. But use this as a platform to discuss trade intensity etc. I hope to have great discussions here.
I will first show some results i am getting in excel on millisecond recorded data.
i find it amazing i got 80% as HFT
i am definitely delving into this further and hope some here find interest also.