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Short-term trend-following

Open rolling-panda-san opened this issue 3 years ago • 0 comments

Use the same time series momentum signal but with a much shorter lookback window (e.g., 3 days) https://twitter.com/ReformedTrader/status/1227824871863799808

rolling-panda-san avatar May 06 '22 04:05 rolling-panda-san