simulation

I recently had the opportunity to listen to some great minds in the area of high-frequency data and trading. While I won’t go into the details about what has been said, I wanted to illustrate the importance of proper out-of-sample testing and proper variable lags in potential trade algorithms or arbitrage models that has been brought up.

You could say that the following post is an answer/comment/addition to Quintuitive, though I would consider it as a small introduction to parallel computing with snowfall using the thoughts of Quintuitive as an example.