Can you explain how to create a market impact model that predicts how a large trade will move the market and use it to optimize algorithmic trading strategies in Fintechee's SDK?

Training Beginners
1

Can you explain how to create a market impact model that predicts how a large trade will move the market and use it to optimize algorithmic trading strategies in Fintechee’s SDK?

2

Building a market impact model requires analyzing historical order book data, creating regression or machine learning models to predict price impact.

3

Incorporating these predictions into execution strategies.