Move quickly
September and October this year were filled with unprecedented large-scale disruptions. After all, it's not every week a financial firm such as Lehman Brothers collapses or USD/CAD registers a 10% increase as it did during October. As a result, the credit crisis of September and October this year has raided many quantitative trading strategies.
Not all quantitative strategies are alike, however. Low-frequency trading strategies are conditioned on long periods of daily data, and work best when
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