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VWAP Reversion Programs Win The Day

Tyler Durden's picture
Submitted by Tyler Durden on 06/18/2009 20:04 -0400



 

The 4 or 5 computers that were trading with each other today all executed perfectly according to the "regress to VWAP" program. If you were a human (presumably, since only a few East Setauket machines do serious OCRing here), and you thought you had any edge trading this market, you were a fool. Play again though, and better luck tomorrow.

 
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Mon, 12/27/2010 - 07:34 | 831399 samuel
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Thanks

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Wed, 03/09/2011 - 17:16 | 1034102 New_Meat
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cool, the DP monster even bites Tyler's hand ;-)

What's with the time stamp?

Tue, 05/10/2011 - 09:18 | 1258807 mpok8
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can someone explain this post to me? It makes no sense...

Wed, 05/25/2011 - 23:23 | 1311736 Mercury
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