alphability

First Published in Automated Trader Magazine Issue 14 Q3 2009 : Alphability

Alphability are Automated Trader's proprietary tradability metrics. They are environmental statistics intended to assist those building trading models/systems in determining which markets and timeframes are most favourably responsive to which generic types of model. For more information on Alphability, please see page 56 of the Q3 2007 edition of Automated Trader or visit http://www.automatedtrader.net/Alphability.xhtm


Figure 1: Daily Trend Alphability - top five Dow stocks

Figure 1: Daily Trend Alphability - top five Dow stocks

Bank of America bounds into the lead as the post-Merrill excitement rumbles on, though as the blow up shows &n

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