New software revolutionizes high-frequency arbitrage in stock index futures!
The article discusses using a program called TradeBlazer to help institutional investors make money by quickly trading stock index futures. By analyzing high-frequency data, the program creates a strategy that takes advantage of price fluctuations. This strategy, known as mean reversion, allows investors to profit from temporary imbalances in prices. Overall, the research shows that using TradeBlazer can help investors make money through calendar spread arbitrage.