Traders' Roundtable

Mark,

What you are describing is a fund with N portfolio managers, each of whom makes a decision to go long, short or flat each day. To avoid paying commissions and incurring slippage they swap positions amongst themselves whenever possible, and only place orders with their broker if their ...

Edward,

William Eckhardt took the same position in his Market Wizards interview: if an indicator is good enough to be used at all, weight it equally with the other ones.

If I understand the Ironwood strategy correctly, it adheres to this approach in that each model generates a buy/sell indicator ...