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I'm working on a project to reverse engineer high-frequency trading (HFT) strategies / arbitrage strategies. The goal is to uncover the exact trading strategies employed by the trading algorithms. I'm seeking guidance on how I can detect hidden patterns in the data.

does anyone have any recommendations on how I can go about this? Potentially machine learning?

I have gathered the data needed.

What I have tried:

I have gathered the data needed and I am looking for some guidance
Updated 15-Jun-23 4:31am
Andre Oosthuizen 15-Jun-23 10:27am    
Google returned tons of examples - how I can detect hidden patterns in data[^]
Gerry Schmitz 15-Jun-23 12:12pm    
Maybe they're flipping a coin. i.e. "random" picks.
jeron1 15-Jun-23 12:23pm    

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