AI-powered
podcast player
Listen to all your favourite podcasts with AI-powered features
5min chapter
200: “Using market noise to improve strategies” – Martyn Tinsley
Better System Trader
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
00:00
Transcript
Episode notes
Get the Snipd
podcast app
Unlock the knowledge in podcasts with the podcast player of the future.
AI-powered
Discover
highlights
Listen to the best highlights from the podcasts you love and dive into the full episode
Save any
moment
Hear something you like? Tap your headphones to save it with AI-generated key takeaways
Share
& Export
Send highlights to Twitter, WhatsApp or export them to Notion, Readwise & more
AI-powered
podcast player
Listen to all your favourite podcasts with AI-powered features
Discover
highlights
Listen to the best highlights from the podcasts you love and dive into the full episode