RE: Untradeable Market Characteristics

["Adrian Pitt" <apitt@xxxxxxxxxxxxx>]

Dp,

Can you explain what you mean by each system competes against each other? Is
only 1 model trading at any one point in time, depending upon market
conditions?

Also, what do you define as 'untradeable market conditions'? Is that just
times when your models are switched off?

What are some of the price patterns you feel are untradeable within a
multi-system approach? 

Adrian

-----Original Message-----
From: David Pyle [mailto:dpevergreen@xxxxxxxxx] 
Sent: Saturday, 7 March 2009 3:44 PM
To: 'Omega List'
Subject: Untradeable Market Characteristics


Hi,

I am running a system that does well under several market conditions. It
sets three system against each other to compete for trading rights.

I have become interested in nontradeable maket conditions. I am surprised by
the price patterns that appear to be untradeable within a multi-faceted
system.

Has anyone done any work on untradeable market conditions?

Thanks
dp