All of the sample strategies included with JBT are effectively anti-trend strategies, or "reversion to mean" strategies.
On Tue, Oct 26, 2010 at 11:39 AM, Jian <[email protected]> wrote: > I saw there're couple of default strategies in jbooktrader source code, I > want to understand what the algorithm these strategy uses, is there any > paper or document to describe these algorithm? thanks > > -- > You received this message because you are subscribed to the Google Groups > "JBookTrader" group. > To post to this group, send email to [email protected]. > To unsubscribe from this group, send email to > [email protected]<jbooktrader%[email protected]> > . > For more options, visit this group at > http://groups.google.com/group/jbooktrader?hl=en. > -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en.
