Not known Details About signals tradingThank you to the inbound links to your tutorial papers on momentum. Can you advise any publications/articles you located practical on suggest reversion?
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Nice get the job done! I Truthfully study a lot out of your investigate. Allow me to kindly request several issues concerning your Sharpe-Ratio calculations (this is where Many of us will get confused very easily):
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"In the event that you want to to own this next line - just set 9 EMA on the very best of your MACD. You will get the same photo of two strains."
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All through my evaluation of various quantitative trading publications and papers, I stored on viewing info on two classes of trading methods: imply reversion and momentum.
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