Work Flow Chart For Trading Algorithm Currently Under Development
Thursday, February 11, 2010 at 11:00AMYesterday, I was listening to Activision Blizzard (ATVI) earning conference call via Asif Suria’s tweets. Paying attention to ATVI stock price movement I initiated a tweet to Asif that evolved into a discussion:
@specialsin added $atvi to my algorithm. Should be a good stock for that. Good work. Thanks.
@biggercapital Would like to learn more about your algorithm with the full understanding that you don't share its inner workings.
@biggercapital Can the algorithm account for the difference between GAAP and non-GAAP revenue/earnings on account of revenue deferral? $ATVI
@specialsin yes if you have the data. I have my own recipes. I test the recipe in a sandbox and shape the algo as I test. $atvi
@specialsin yes, anytime tomorrow. I am on skype at biggercapital
In anticipation of our call this afternoon, I created a work flow chart for how we go about developing an algorithm (pdf here http://bit.ly/cfaDUS). Let me know what you think. BTW, follow @specialsin on twitter and subscribe to his blog. He adds tons of value.
Reader Comments (2)
I really like this blog post, it has some great info. Thank you and keep up good work.
trading for a living
Trading for a living,
Thank you very much for the comment. If you go the algo route, keep me posted on your progress and let me know if I can help in any way.
Michael