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Algorithmic trading
’Statistical arbitrage and the big retail ETF con-fusion
Here’s a funny thing about algorithmic trading. Most of it depends on statistical arbitrage, which in turn depends on volatility to detect price variations to benefit from.
In which case the following abstract from a paper by Andrew Pole,
A vision of trading from 1995
Here’s an interesting vision of investing from 1995 as penned by Peter Bennett, an electronics engineer, designer and developer of information and trading systems for financial exchanges. It was featured in the World Handbook of Stock Exchanges that year.
We’re all Mrs Watanabes now
Professional investors would immediately be suspicious of anyone claiming even the lower-end of the monthly returns being promised by sellers of the various off-the-peg algorithmic FX trading systems now being banded about the web.