Quote from: jubalix on April 21, 2013, 06:02:26 AM

I guess my worrie is in spikey fast tradeing with bad conections sometimes computer programs behace in unexpected manners.

There are definitely issues with lag, dropped gox connections, etc. Some of those are discussed on the main thread, as they aren't really specific to this strategy.

Another rebalancing strategy discussed on the same wiki page might also be interesting to play with:

http://en.wikipedia.org/wiki/Constant_proportion_portfolio_insurance