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Algorithmic Swing Trading With Michael Nauss

Lead-Lag Live

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Trade Idea Strength - Is That Really Important?

Every strategy is a function of three things: your signal, lookback period and opportunity set. The idea came actually when I was taking my CMT. We end up studying Ned Davis research who has a fab five system where he basically just kind of ranks what he's looking at for economy and markets. He then ranks the market on kind of a one to five system before deciding whether to deploy capital or not.

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