The Effect of Machine Learning on Bond Trading

If the moving average is negative, or if it's positive, you're long. The only time you kind of reduce your position is when the market has kind of got overextended. Even with that, an environment where you clearly would have learned about bonds going down, it still had this quite a notable long bias in the system. And so I thought it was interesting that even we sometimes think about when machine learning will learn on a new environment.

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