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endofeuro
on April 23, 2013
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How to identify algorithmic trading strategies
It depends on the timeframe. Trend-following anomalies may take years to go away but HFT anomalies disappear every day.
endofeuro
on April 23, 2013
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How to identify algorithmic trading strategies
Excellent point!
endofeuro
on April 23, 2013
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How to identify algorithmic trading strategies
I agree that "it's akin to buying lottery tickets".It is more of a protection than a strategy.
endofeuro
on April 23, 2013
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How to identify algorithmic trading strategies
Try the calculator in this blog to see how easily one can be fooled by random data:
http://www.priceactionlab.com/Blog/2012/06/fooled-by-randomn...
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