Thanks a lot!! I think I will have to do some stress testing to see if the algorithm is consistent enough then.
Position management will not be a concern I think so. The goal is to buy and sell in precise time periods without looking to price. It's pure analytical methodology. I'm thinking about...
Hey all,
I'm quite new on this - but here we goes my question:
I analyzed a sample with about 20.000 stock prices (stocks of 30 companies from US stock exchanges markets)
I developed a kind of machine learning with statistical analysis behind and after 2 days I got my algorithm which is...