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Entries Tagged as 'trading regimes'

Trading Regimes as Strategy Filters

April 12th, 2010 · 5 Comments · Strategies

Non-stationarity of the markets… That old chestnut! Everything would be so much easier (boring?) if markets were not changing all the time…   Non-Stationarity, is defined as a quality of a process in which the statistical parameters (probability distributions) of the process change with time. One of the consequences is that it might not make […]

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