AT Mag: Simple Statistics, Big Trades ?
Author: lspinv
Creation Date: 7/3/2013 2:28 PM
profile picture


The July 2012 issue of Active Trader contains an article entitled "Simple Statistics, Big Trades". It seems like an intriguing trading concept, but after reading both the article and the author's book, I am unable to grasp the concept sufficiently to construct an actionable algorithm. Is anyone working on coding this strategy?
profile picture



FYI, we (MS123 LLC) only provide supporting strategy code for our articles in Trading System Lab series for ActiveTrader Magazine and our monthly contributions to Traders' Tips in Stocks & Commodities magazine. You know it when you see the author is a member of our team: usually Robert Sucher, Volker Knapp, Eugene.

Unfortunately, uploading article code on the website stopped this January for technical reasons - we should make something about this omission!
This website uses cookies to improve your experience. We'll assume you're ok with that, but you can opt-out if you wish (Read more).