Earnings Trading Algorithm For Sale

Discussion in 'Trading' started by Etrade18, Nov 19, 2011.

  1. play thru.......

    s
     
    #21     Dec 21, 2011
  2. Etrade18

    Etrade18

    Now looking to sell only to a trader who knows how to program or has a friend they trust who can program or to a programmer. The code is in C (linux). PM me if you are interested. I can provide our live trades and pnl.
     
    #22     May 16, 2012
  3. tortoise

    tortoise

    I gotta say, I just read the first two posts and it made my morning. Thanks for laugh! Great way to start the day
     
    #23     May 16, 2012
  4. Now I'm curious. What's your Sharpe on the strategy, based on live results?
     
    #24     May 17, 2012
  5. guest2

    guest2

    Can u tell us who is your earnings info. provider?
     
    #25     May 17, 2012
  6. Etrade18

    Etrade18

  7. How do you handle it when they don't stick to the earnings calendar? Or are you just playing momo or mean reversion on the reactions after the announcement?
     
    #27     May 23, 2012
  8. jnbadger

    jnbadger

    It's a very common response, but also a very legitimate question. Why not answer it?

    Our group has been running a news/earnings based algo for a few years, and it has absolutely sucked over the last 8 months.

    If you have some secret formula that others don't have, why the hell would you sell it at any price?
     
    #28     May 23, 2012
  9. Etrade18

    Etrade18

    Traveller I dont use mean reversion.
     
    #29     May 31, 2012
  10. Etrade18

    Etrade18

    jnbadger.....because i am not a developer.....this algo is profitable as is and can be improved on.....I have had issues working with developers....
     
    #30     May 31, 2012