VWAP Reversion Programs Win The Day

Tyler Durden's picture

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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New_Meat's picture

cool, the DP monster even bites Tyler's hand ;-)

What's with the time stamp?

mpok8's picture

can someone explain this post to me? It makes no sense...

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