Vendor: Inferno Trading Inc.

Anticorrelation Algorithm Bot

Description

The anticorrelation trading algorithm is designed to capitalize on the inverse relationship or negative correlation between certain assets or market factors. The key idea is to identify pairs of assets that tend to move in opposite directions—when one asset goes up, the other typically goes down, and vice versa.

The write up for the algorithm can be found at this link:
borodin04.dvi (arxiv.org)

Specs needed:

Windows 7 or greater on a 64 bit machine.