E.E. Signal Trigger

E.E. Signal Trigger for hedging adj. NAV Residual Error approaching 0; capturing prem_disc//nav cumres ≥ ((0.01 or 1//0.02 or 2)) ((resting mean)) tick(s) ((hedging residuals to 0))

Electronic Eye All ETFs Prem Disc Corr NAV Corr DF Attrs. - Blended MR-Momo Custom Algos Signal (1).pdf

Wait and Verify Conditions - E.E. Custom Algos

VERIFY ELECTRONIC EYE - INTERNATIONAL ETFs.docx - Google Docs.pdf

Relative Value (RV; Peak Prominent Symbols <> Correlation Threshold ((0.75 to 0.84)))

Target near max correlation for dominant leg (vs. opposing leg): Exploit discrepancy of corr. coint. pairs and “slicing off the crust” for peak symbol prominence RV (relative P/D correlation rank to ‘peer_group’; Is coint. pairs top rank correlation below max. threshold?)

E.E. Signal Trigger Execution. Ultra-High-Frequency-Trading.

Execute Algos with minimized//constrained adj. NAV res. err. near 0 and execute on P/D or NAV CUMRES ≥ 0.01 or 0.02 ((hedging ‘cumulative_residuals’ or ‘SYMBRES’ to 0)). Captured ‘SYMBRES’ or $PPS of .02 (or .03) or ‘cumulative_residuals’ (profit) mean per symbol; compare to current $PPT or profit per trade of 20-40 basis points range of arbitrage in this pseudo-bond space. E.E. Periodicity Algos (Marketable) Edge: Execute 1 out of 100 (or 300) but adversely select 100-300x-bagger opps; constrained on wait and verify conditions algos!

Allocator Success Metrics

Minimized CUMRES error and lock-in profit upon adversely selecting signal trigger on stat arb hedging adj. NAV and capturing NAV and P/D ‘CUMRES’ ≥ 0.01 or 0.02 ((hedging residuals to 0))

E.E. (Electronic Eye) Port to Int’l (International) ETF’s; 20 sortino, no MDD!

Untitled