Nuno on Facebook posted this exact topic to my group this morning. From the few talks with multi-millionaire traders who run institutions, many of them have stuck with very simplistic strategies to fit their HFT needs. This is in order to ensure efficiency on calculations of data as it is streamed into a trading system. So the question becomes: why do we blow our brains out with complicated models as compared to simple trading metrics?
In fact, I have just finished off 2 quick but simple C++ demos to showcase all this:
Thanks for reading
PS: I just finished off my first talk to the Canadian Society Technical Analysis today. You can preview the content with my presentation PDF hereFACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!