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Algodude Blog
A personal blog site that covers such topics as Algorithmic Trading, Day Trading, Automated Trading, Swing Trading, Optimization, and Back Testing.
2012-04-27 15:30
Posted in System LabThe system closed the month of March with a modest gain (+2.5%).  With the exception of a few days, most of the market’s movement continues to be in the gaps… Read More
2012-04-03 14:36
Posted in Links“We think that HFT strategies, in particular the trend-following ones, are playing a key role…the very existence of cross-market correlations at high frequencies… Read More

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