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MultifractelFarol Mephisto
Mephisto731
The more I look into systematic trading the more I am convinced that alpha is to be found on the turn, where one regime falls and another rises. In between,
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There's a paper here that has spawned hundreds of dubious strategies called 'intraday momentum'. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2440866It says on SPX the first half hour of trading predicts the last half hou
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A lot of factors in the market, and especially in it’s relation to politics, suggest to me that this time inflation will be the next big problem to hit. Not
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Braindumping a thread on $SPX, $VIX and vol dynamics prompted by a really nice tweet by @JimmyJude13. Robinhoodies, we're going swimming in deep water so please wear armbands and let
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