Normal
BingK,System performance rarely has a linear response to changes in the input - hence the 'prickly' appearance the optimization graphs posted earlier.: A small shift in the underlying market state can be the straw that breaks the camels back.It might be possible to find out more if you could post the trading stats from the system.From what I know automated trading is fairly common within the institutions, but mostly as a tool to stagger orders to minimise market impact. I have read about a few of hedge funds that primarily trade 'black box' systems but no specifics unfortunately.
BingK,
System performance rarely has a linear response to changes in the input - hence the 'prickly' appearance the optimization graphs posted earlier.: A small shift in the underlying market state can be the straw that breaks the camels back.
It might be possible to find out more if you could post the trading stats from the system.
From what I know automated trading is fairly common within the institutions, but mostly as a tool to stagger orders to minimise market impact. I have read about a few of hedge funds that primarily trade 'black box' systems but no specifics unfortunately.
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