Lead-Lag Live cover image

Mastering Automated Trading Strategies and Risk Management with Brad Matheny

Lead-Lag Live

00:00

The Importance of Perspective in Automated Trading

In gold in general, I have my own view and that is that we're reliving the 2002 to 2006 timeframe right now. But with regards to your question about momentum systems and the SPY, much like you, my rotational modeling system has essentially moved sideways over the last year. And it's managed its risk effectively because the market has moved into a consolidated range - really wide range as you're well aware,. Michael, in these wide range trending, there's momentum systems just don't work.

Play episode from 33:16
Transcript

The AI-powered Podcast Player

Save insights by tapping your headphones, chat with episodes, discover the best highlights - and more!
App store bannerPlay store banner
Get the app