GTAT and LAKE are on the radar at the moment.
This is still a vol arbitrage strategy so you can't really say there's no prediction necessary. PNL seems to have some correlation with asset prices.
Not sure it's really possible to profit off of a random walk as it is technically both random and mean reverting. Free of friction I believe the...
In my experience when you route to a dark pool they usually print finra adf immediately just like the lit exchanges.
All lot of retail bd's conflate data but it's is not exactly what you described. Conflation is when they send you data every say 100 milliseconds....
The software is made in house. The whole market really isn't that big if you're ignoring illiquid and low range symbols. Usually 1,000 symbols at...
I have no idea how many trades per individual stock. I'd bet there are a lot of symbols it has only traded once. I guess its more relevant in...
It's all intraday equities. I do think there's a lot of potential in swing trading though
Here's a pnl chart I thought I'd share. The first segment was the in sample backtest which the strategy was developed using(25 months). The...
I understand where you're coming from but I feel like you are neglecting single names. Try adding something as benign as YHOO or WMT just to get...
I feel like you should be trading less correlated assets. There's no reason to be trading both TNA, TZA or VXX, UVXY. Looking through most of the...
I think your question applies equally to automated/discretionary traders. They really aren't in a different position compared to discretionary...
Yes Dustin it's very beneficial to new guys. Our firm has put a handful of guys who new next to nothing about trading on backtesting software and...
In my experience/opinion, no it's not a concern. Here's the scenario that CNBC is painting. The market is 10.05 x 10.07. You put in a market...
I figured you caught a piece of that one. Reminded me of CBE from last year.
Separate names with a comma.