Hi there - great thread! I'm by no means a FIX expert, but I have been researching it recently with view to a similar level of implementation....
benajnim & mmccormac: I've looked at this "perfect hedge" idea and I don't understand how it can work. * You go long one standard lot on the...
Wow, hot topic. Check this for a study (with equity curve) regarding a random entry strategy: http://newsletter.neoticker.com/?p=237
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