Maurizio L.
Quant insider - Building HFT Fair-Value Engines
Pro: The speaker gave some useful tips for feature engineering, and gave a base idea to how to build a fair value model for future basis. Cons: slides were too generic and content was far behind what was claimed in the agenda. I dont think was a big value added.. I suggest to make it more complete and insightful and provable, even increasing a bit the price; people pay but they want something real and see at least a backtest. Also, Slides were no provided at the end of the session


