The Gateway to Algorithmic and Automated Trading

This Issue's Round-up of AT's Proprietary Alphability Metrics

Published in Automated Trader Magazine Issue 08 Q1 2008

Trend and Reversal Alphability data for stock index and bond futures and top/bottom five Dow stocks.


Alphability is Automated Trader's proprietary tradability metrics. These environmental statistics are intended to assist those building trading models/systems in determining which markets and time frames are most favourably responsive to which generic types of model. They are not a set of trading models, nor are they any sort of judgement as to whether a particularly market is 'good' or 'bad'.

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