The Gateway to Algorithmic and Automated Trading

alphability

Published in Automated Trader Magazine Issue 16 Q1 2010

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

The trend is only your friend if your President also is; which he clearly wasn't in the case of Bank of America on Jan 21st.

The remainder of this article is only available to Paid Subscribers

Click here to purchase a subscription to Automated Trader

  • Copyright © Automated Trader Ltd 2018 - Strategies | Compliance | Technology

click here to return to the top of the page
content