question about algo trading

[keith]

Hey, guys.
I'm currently envolved in a project in figure out trading signals based on the price of a specific equity. What is the best way to figure out its trading signal based on historical signal? I'm looking into classification and decision tree, any ideas?

PCA is a good thing, but I'm not allowed to use it in this project.

 

[DominiConnor]

Have you looked at mean reversion ?

 

[Volatility Stalker]

TradeStation belongs to Algo trading?

Hi my company uses TradeStation for prop trading.

I'm wondering whether that belongs to the category of Algo trading?

 

[joel_b]

How much time do you have? What kind of equities are you looking at?

There is no best way, as it depends on the equities you are looking at. There are many momentum and mean reversion strategies out there. Which way do you want to go?