Neiderhoffer's trading system has always fascinated me. I have an idea to replicate it however i want to know whether technically it is feasible and if so whether there are any of u that are super-duper coders that can figure out how to code it.
Take 3 to 4 highly coreelated markets, A,B,C,D
The idea is to use a movement in 2 markets to predict the movement in the other 2. If A and B move up relative to C and D then We would long C and D. If C and D move up relative to A and B we would long A and B. Alternatively an arbitrage could be made so that if C and D move up we would Long A and Short B.
I think it would only work in short term time frames probably in periods less than a week.
Any ideas on this one guys?
Take 3 to 4 highly coreelated markets, A,B,C,D
The idea is to use a movement in 2 markets to predict the movement in the other 2. If A and B move up relative to C and D then We would long C and D. If C and D move up relative to A and B we would long A and B. Alternatively an arbitrage could be made so that if C and D move up we would Long A and Short B.
I think it would only work in short term time frames probably in periods less than a week.
Any ideas on this one guys?
