Looking for the Worst Automated Systems

Discussion in 'Automated Trading' started by harooki2, Feb 13, 2009.

  1. Euler

    Euler

    It's also about liquidity and transaction costs.
     
    #41     Feb 17, 2009
  2. That's why only lower-frequency systems lend themselves to inversion, where tx costs are less of a factor. This has already been covered in this thread.
     
    #42     Feb 17, 2009