Underlying themes I see repeatedly in the world of automated trading. There are many reasons others I’m sure could add to this basic list, but below are some of the ones I run across on a consistent basis.
- There is no perfected predefined expectation of outcome.
- Data itself is flawed and full of deception, many details on this.
- Markets are often split in half treating up/down moves the same.
- Cost of business is often omitted because of unrealistic expectations.
- No…