Positive Autocorrelation and Trend Trading Success
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- Roundtable Knight
- Posts: 2071
- Joined: Fri Apr 25, 2003 3:33 pm
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Positive Autocorrelation and Trend Trading Success
In his interesting article “The Main Cause of Failure of Some Popular Technical Trading Methodsâ€
- Attachments
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- autocorrel on ratio adj.PNG (32.29 KiB) Viewed 7035 times
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- SP cash and ratio correlation.PNG (22.09 KiB) Viewed 7035 times
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- sP equity curve.PNG (23.25 KiB) Viewed 7035 times
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- SP cash 1 lag rolling 6 m autocorrel.PNG (30.96 KiB) Viewed 7035 times
-
- Roundtable Knight
- Posts: 2071
- Joined: Fri Apr 25, 2003 3:33 pm
- Location: London
- Contact:
-
- Roundtable Knight
- Posts: 2071
- Joined: Fri Apr 25, 2003 3:33 pm
- Location: London
- Contact: