has anyone ever tried to do this?I have thought about developing...

  1. 11,875 Posts.
    has anyone ever tried to do this?

    I have thought about developing an algorithm that trades STW as it gets way out of sync with the underlying (I think its XJO). I believe it trades mostly below the underlying, so you would have to find out the average distance it is away from the underlying and buy below that average and sell above

 
arrow-down-2 Created with Sketch. arrow-down-2 Created with Sketch.