Market Data: Hedge Fund Analyzing Japanese Blog Traffic

I while ago I blogged about twitter usage in algo trading, more recently Bloomberg has an article on blog traffic trading. Backtesting of the model produced some nice returns:

fund returned 46.8 percent from November 2006 through July 2010 based on simulated

Which leads me to the question of what tick database they used? Was it kdb, Vertica or another?

~ by mdavey on April 28, 2011.

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