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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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Mon, 12/27/2010 - 07:34 | Link to Comment samuel
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Thanks

Wed, 01/26/2011 - 21:16 | Link to Comment lmyh28
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Wed, 03/09/2011 - 17:16 | Link to Comment 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 | Link to Comment mpok8
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can someone explain this post to me? It makes no sense...

Wed, 05/25/2011 - 23:23 | Link to Comment Mercury
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