Quant Analytics Algorithm Question: Is there value to an algorithmic approach that works out-of-sample regardless of market success?

Quant Analytics Algorithm Question: Is there value to an algorithmic approach that works out-of-sample regardless of market success? In looking for the easiest to capture low hanging fruit of the High Frequency Trading world, I build an elegant algorithm that could be applicable to general purpose instruments. It works well on high volume NASDAQ stocks …

Quant Analytics Algorithm Question: Is there value to an algorithmic approach that works out-of-sample regardless of market success? Read More ┬╗