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Moneybots

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Greg P
Greg P
Posted March 1, 2025underAlgorithm TradingBlackjackBlair HullChicagoData ConnectionsFamaHaim BodekHFTJ. Doyne FarmerJames McGill

How modern trading became a communications and technology arms race among a few large players.


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This is wild….The testing covered 30 different liquid assets (including ETFs like the S&P 500 and NASDAQ, sector ETFs, commodities like gold and oil, cryptocurrencies such as Bitcoin and Ethereum, and large-cap stocks like Apple and Nvidia) over a 15-year historical period. The focus was exclusively on daily bars, excluding intraday, futures, or options data. While the strategies and […]

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