Market regime filters for systematic traders
Most trading strategies have an optimal market condition where they perform at their best. A trend-following system thrives in calm, directional markets. A mean-reversion system […]
Most trading strategies have an optimal market condition where they perform at their best. A trend-following system thrives in calm, directional markets. A mean-reversion system […]
Most traders use indicators without questioning two things: why a specific lookback period was chosen, and how much lag that choice introduces. John Ehlers has
Indicator Lag, DSP and Market Cycles with John Ehlers Read More »
Tomas Nesnidal came to trading from an unusual direction. He spent his early career as a film and TV director in the Czech Republic, then
How to Build Profitable Breakout Trading Strategies Read More »