How To Use DTW Dynamic Time Warping in Trading?

Algorithmic trading is the future. Today more than 80% of the trades that are being placed at NYSE are by algorithms. Wall Street firms employ maths and physics PhDs who develop sophisticated algorithmic trading systems that are then unleashed on the markets. Did you read the post on USDCHF extreme monte carlo model? These algorithmic… Continue reading How To Use DTW Dynamic Time Warping in Trading?