Sounds like a job for a Robot... ;-)Originally Posted by Billy
Looking forward to actually making money for a change. Even my best model is simply losing slower than the S&P.
A pyrrhic victory, at best...
Sounds like a job for a Robot... ;-)
Looking forward to actually making money for a change. Even my best model is simply losing slower than the S&P.
A pyrrhic victory, at best...
Tim,
I think it is working now because HFT cannot hide their footprints in the TICK. Also, all equities are back at record high level of correlation, which multiplies the impact on the indexes. Add the higher volatility of small caps to the elevated overall market volatility and you have an explosive cocktail for short term traders with solid guts!
In "standard" market conditions, cum Tick can help fine-tuning the timing of entries, but can not surpass 20 DMF for capturing long term trends commitments by large players.
Billy
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