Hey thanks. I've been working on a project that skirts this topic but with only marginal success. The complexities of developing and implementing this surpass my abilities at present. I have alot to learn.
I have a very personal satisfiability solver - called my "brain". By the way, don´t want to complain about volatility. Stronger VIX uptrend always in the best interest of market participants in our search for market equlibrium, or ?
the only advantage computers have: 1) speed 2) endurance 3) discipline humans: 1) complex pattern recognition from price and external events.
Quants don't "short"... gamblers "short". Quants build market neutral Porfolios... That are close to 50/50 Long/Short at all times.