Algorithms and Trading Systems based on Chess game strategies - page 10

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Alain Verleyen:
I see...but after 8 posts, I still no have any new idea to apply to trading
of course right
 
Very interesting topic. Really look forward to seeing some real world application of using concept like this.
 

I don't think that this idea will ever be melted down to successful trading system.

1) The markets do change their behaviour temporarily: e.g. during the of Greece and other EU states 2011 or the USA-crisis 2008.

2) The market change their behaviour continuously: e.g. the counter parts do change like more and more algo trading.

3) What if the broker trades against you?

All that means that the rules of the market are changing unpredictably.

Do you remember the the crash of Long-Term_Capital_Management? A mathematical approach of two Nobel price winners(!) to make money safely until... :(

Gooly

Long-Term Capital Management - Wikipedia, the free encyclopedia
Long-Term Capital Management - Wikipedia, the free encyclopedia
  • en.wikipedia.org
Long-Term Capital Management Industry Founded Founder Defunct Headquarters Products LTCM Partners John W. Meriwether headed Salomon Brothers' bond arbitrage desk until he resigned in 1991 amid a trading scandal.4 According to Chi-Fu Huang, later a Principal at LTCM, the bond arbitrage group was responsible for 80-100% of...
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