How Much?

Discussion in 'Automated Trading' started by wave, Apr 3, 2007.

  1. wave


    Let's say you developed a quantitative system that:

    * It is never stopped out.
    * It never misses sudden big moves.
    * It can make profits on big moves in the wrong direction, such
    as crashes or spikes.
    * It never gets in or out of the market too late or too soon.
    * It works in both trending or whipsaw markets.
    * It enables you to enter any market - anywhere, anytime.
    * It allows you to sleep at night.

    The system requires institutional sized accounts. It can work with smaller accounts but performance would suffer. You are able to prove the performance via historical playback.

    What would a system or service like this be worth to top-tier investment banks and hedge funds?
  2. I would estimate somewhere in the region of £2.00 to £3.50. Enough to buy you half a warm shandy at least.