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200: “Using market noise to improve strategies” – Martyn Tinsley
Better System Trader
Do Mean Reversion Strategies Work Better in Noisier Markets?
Martin says noise gets in the way of trading strategys, regardless of type of trading strategy. Reversion strategies work better in noisy markets according to his research. Martin: I never thought it would have such a big impact or formereversion strategies. But it does.
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