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Barry Cohen

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Joined: 1/19/2004

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Subject : RE: Best ATS Strategy results
Posted : 12/11/2017 10:59 AM
Post #42845 - In reply to #42835
Volume Systems is an optimized strategy, so of course it has nice results. Remove all the optimization in it for a fair comparison.

I'm not sure how UIS Double Stochastic was chosen as a good example, Jeff just liked the improvement that ATS had on it. Also time was a factor, I think once a good example was found Ed & Jeff stuck with it.
Deleting message 42845 : RE: Best ATS Strategy results


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