MarketTrak Question/Comment Message

Posted By: richard   Date: Fri Sep 24, 2010

Title: new model

  Thanks for the update - do you have the capacity to backtest the updates - and do you do so?  This is certainly a tough environment.

  Yes, I backtest all updates before they are installed. Writing and debugging the software usually takes only a few weeks. Generating the networks, setting the necessary parameters, and running backtest calculations take about two months to complete. I currently have 10 cpu cores running and will probably double that next year.

 With regard to the environment, I think the character of the market has changed. I believe this is due to a significant increase in computerized trading which has pushed volatility to unprecedented levels.

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