thanks for the info MC
sorry, but I have to question you on this one... please note I said "two of the masterminds", not "the two masterminds"
Perhaps Erik did the lion's share of the work.
from the July 19th PR
Under development since January 2007, SWARM is a high-frequency, light-touch trading model developed by Spooz employees, Jame’ Groves, Erik Long and Dr. Peng He. Executed on Spooz’s signature SpoozToolz™ software, SWARM is a combination of proprietary arbitrage models that exploit local and spatial price discovery. Its unique weighted components allow for “dynamic” co-integration balancing between multiple correlated markets. Because its success is based on the automation of quantitative strategies, SWARM’s trading performance is not dependent on any specific market direction, but rather on precise micro-second calculations to identify opportunities as they arise.
God grant me the serenity to deal with the things I cannot change; courage to change the things I can and should; and wisdom to know the difference.