***FRTAT*** Front Running Tunnel Approach Trading for Performance Improvement

Some years ago, the stock exchange market prices where primary regulated by human traders' influence and moving much slower than nowadays. Faster price change , higher vola and uncontrolled price movement, because more than 70% of the market prices are driven by automated electronic intelligent trading systems and quote machines with DMAs (direct market access), shooting their orders within microseconds onto the stock exchange place, the reason why sometimes the prices of even high liquid sectors get nervous and volatile within very short time. Only auction phases and trading halts can temper and smoothen that sometimes hazardous situation.

But on the other side exactly that a.m. situation gives us the opportunity to "USE" all that automated DMA systems and make huge profits with the FRT_Trading. The basic idea behind that indicated trading strategy is just a quantitative approach, which includes a static frontrunning variable. For advanced systems we can use a quantitative dynamic frontrunning indicator, which is tuned and adjusted by the most recent market behavior.

With standard vola titles we can use the trading range indicator like ATR in conjunction with a dynamic pivot point value for the input signals of the FRT trading approach, improved by use of a jump diffusion model process.

In our research and studies, we could learn, that within such an FRT strategy system we can achieve about 8-12% of additional front running performance.

!!! (-: GREAT :-) !!!

 *) These are just the first results of our new electronic trading system strategy detection and market radar machine!!! 

...further research reports on that subject will follow.