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I'm a new program trader, now I'm developping a automated trading system for a hedge fund. We long and short hundreds of stocks everyday. As our benchmark is open price, we trade as soon as possible, we trade more than 50% in the first 5 minutes, and 80% in the first 15 minutes. Although we...

I'm a newbie program trader, now I'm developping a automated trading system for a hedge fund. We long and short hundreds of stocks everyday. As our benchmark is open price, we trade as soon as possible, we trade more than 50% in the first 5 minutes, and 80% in the first 15 minutes. Although...