Presented Without Comment
- Posted by DynamicHedge
- on December 6th, 2011
Apologies in advance. Blogging will be light this week due to to work and family overcommitments. I’ve got a couple of interesting longer posts percolating.
From the files of the experimental algo. I posted THIS chart in real time today (just in case you thought this was some cheap parlor trick). Do you see any family resemblance? It looks like one twin was born a half hour later than the other.
Algo (calculated based on our historical data on the evening of December 4):
Actual trade (December 5, 2011):
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DynamicHedge is an equities, futures and derivatives trader based on the West Coast. He runs a long/short opportunistic relative-value strategy within a proprietary trading group. More
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