Optimum Trend Following With Transaction Cost

I think it's always probably a good idea to have a little bit of everything right you can't put all your eggs in one basket and say well definitely I this is what I need. The nice thing about this approach is you don't need any actual data to do it so there's no real fitting going on now. If the assumptions you've made are themselves based on the kind of observed market behavior then you could argue this is sort of fitting by the back door but if you can minimize the amount of that that's going on then that's obviously good. We're already at an hour point or do you want to talk about math let's justLet's just take a quick break here

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