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200: “Using market noise to improve strategies” – Martyn Tinsley

Better System Trader

CHAPTER

The Effect of Noise on Trading Strategies

I've got a couple of slides over ovea very simple mean reversion strategy that i've been working on recently. And this is a long short strategy, so that's why i've concentrated hereon the currency pairs because i want to be able to trade those long short in a symmetric way. But let me show you what happens if you now take just the eight currency pairs are the most noisy, and you take eight currency pars that are the least noisy. It's worse than break even osso thats, that's just an illustrationoff the kind of impact you can get, not by most traders. I would say that if most traders put a er strategy together, and they got

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