In my previous post I discussed what would happen if you did the crazy thing of doing a PCA on the whole universe of futures across asse...| qoppac.blogspot.com
This is the second post in a series I'm doing about whether I can trade faster strategies than I currently do, without being destroyed by hi...| qoppac.blogspot.com
I did post recently , from which I shall now quote: Two minute to 30 minute horizon: Mean reversion works, and is most effective at the 4-...| qoppac.blogspot.com