London, UK
Experience: Beginner
Platform: TradeLink, OpenQuant, considering anything that works...
Trading: if it trades...
Posts: 94 since Oct 2010
Thanks Given: 24
Thanks Received: 39
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All,
Further to this, I’ve been doing some more research. I’ve found this set of presentations by Chad from Linnsoft showing the development of a VWAP fade strategy.
Investor/RT - [AUTOLINK]Fading[/AUTOLINK] the [AUTOLINK]VWAP[/AUTOLINK] Bands
I don’t know why, but wasn’t exactly along lines I was thinking, but I suppose that’s exactly why you seek other’s options.
Kind regards,
drolles
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