Deep Order Flow Imbalance: Extracting Alpha at Multiple Horizons from the... | Nicholas Westray

[@brendanlydon5272]

Why would you worry about predicting mid point price and not turn it into a classification problem predicting delta between windows?

[@jimbroiles6905]

This could have been easily a 90 minute talk. Ridiculous format to give only 20 minutes. There needs to be more than just obfuscating practical aspects of implementation. Even the author says he doesn't believe it will work with today's technology platforms if I understood correctly. Side note to the presenter. Be more assertive and a bit less patronizing in the tone of your presentation. While you had valuable information, I did have to grit my teeth to get through the supercilious style in which you delivered.

[@roskapostit2609]

This was an excellent example how to introduce a study. Effective and short. I liked it very much. In my case very helpful. Thank you.

[@omegasigma4500]

Thanks for the upload. Would you mind sharing the slides with us?

[@sheldoncnli3024]

Nice work. Thanks for sharing