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Untradeable Market Characteristics


  • Date: Fri, 6 Mar 2009 20:43:47 -0800 (PST)
  • From: David Pyle <dpevergreen@xxxxxxxxx>
  • Subject: Untradeable Market Characteristics

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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