It depends on the risk/reward ratio and the backtesting results.I'd be happy with an algorithm with very low accuracy if I could prove that the rewards for success were 1000 times greater than the penalty for failure.

<r>I don't, but Zero Hedge posted the full legal affidavit for the case, which has a bit more info than the mainstream media is reporting:<URL url="http://zerohedge.blogspot.com/2009/07/is-case-of-quant-trading-industrial.html"><LINK_TEXT text="http://zerohedge.blogspot.com/2009/07/i ... trial.html"...