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Tag Archive 'algorithmic trading'

This is just a quick review of the 4!-Algo results and current avenues of research. It is easy to find myths when we want one and momentum is no different…

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An update regarding the 24 algo momentum study derived from the now newly baptised 4!-Moments Algorithm.

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This is the final update before the release on the momentum article set. Included in this are some chronological returns data from the related benchmarks, risk-free cash value lines and the actual algorithmic trading strategy. More details included complete model and underlying data limitations will be given with the final article release.

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A few more updated graphs on the momentum article and its background algorithm. More details to come shortly.

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This is just a quick sneak peak over a trading algorithm I’ve developed in support of an article on equity market momentum factors. Hopefully, the final article should be out later this coming week.

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Where will capital markets take us in the future? Let’s be a bit creative here and think at what the real-estate and mortgage market may look like within a hundred years or so. And then let’s also assess, are we far off from there? Maybe tomorrow is already today. This article is a round-off from my previous two posts: on the Basel-III announcements and potential formarket-determined capitalisation ratios.

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