Created
December 12, 2018 11:11
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A Simple Trend Following System in Python
Gosh I'm afraid I haven't looked at this for ages! Perhaps I misnamed it.
In any event I'm deeply skeptical of any sort of indicator strategy. So much bulllshit out and so little value. I concentrate on market neutral arbitrage these days.
Do you mean something like asset price random walk,delta hedging, binomial method ?
Do you mean something like asset price random walk,delta hedging, binomial method ?
Interest rate arbitrage using crypto Perpetuals. A synthetic high yield USD bond. Like Ethena Protocol
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Thanks for sharing. I have a question. Is this a mean reversion strategy or trend following strategy?