Recent content by forexman99

Also called paint the book

Where would I read up about the strategy? I have seen it in action on the commodities side.

Where would I go to find help on developing such a model??? Papers on the subject, quant help, books??

I am new to automated trading and want to create a high frequency (at least 50-70 turns a day) using an ECN that will deliver 3 year backtested results of >2% a month and max drawdowns of <3% per month?? Using all the major pairs and making some assumptions on transaction costs (i.e. the returns...