[FoRK] Forex opportunities and kwatloos?

Sebastian Hassinger <shassinger at gmail.com> on Sun May 13 09:49:11 PDT 2007

> From: Jeff Bone <jbone at place.org>
> To: Friends of Rohit Khare <fork at xent.com>
> Date: Fri, 11 May 2007 20:09:24 -0500
> Subject: Re: [FoRK] Forex opportunities and kwatloos?
>
> On May 11, 2007, at 7:56 PM, Aaron Burt wrote:
>
> >> By the way, if I hadn't mentioned it before, I've been in the AI-
> >> meets-currency-trading business for going on three years now.
> >
> > Had a control-theory prof who was trying to get his brighter students
> > (i.e. not me) into working on automated trading.
> > It was all just simpleminded digital low-pass filters hand-tuned to
> > yield good returns on historical data.
>
> Reality behind the back-testing mirage:  slippage kills.

Pardon my ignorance, but you perked up my ears - what do you mean by
slippage in this context?


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Sebastian Hassinger
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