Equity Trading Algorithms for Market Opens and Closesamstatmin2017-09-22T20:59:20+00:00
We developed equities market algorithms for use in trading, with focus on market open and closing 5-10 minutes. We looked at trading situations on the micro scale.
We analyzed, compared, and modeled rapid small movements in price. We detected and formulated repeatable patterns in the rapidly changing pace of market opens and closes. The deliverables were algos that could be employed in trading environments.