Hi Everyone,
I apologize in advance if this isn't the right forum for this or if this question has been answered before (I tried searching and I couldn't find it).
I'm actually working with the execution desk where we have tick level data for the past one year and I have their trade blotter for the entire year. The question brought to me was how can they figure out if the trades are being front run. I was looking into some machine learning algorithms.... but I'm not sure where to begin. I started with some exploratory data analysis but I don't necessarily have a benchmark/training set to even start training for a model.
Can anyone share any ideas on the topic please?
Saad