54 - The Theta Engine Matrix
The Trade Busters
Analyzing the Impact of Filters on Trading Strategy Performance
This chapter focuses on the results of a filter study that examines the effect of momentum filters on a trading strategy's performance in different market trends. It discusses the trade-off between filtering trades and trade volume, introduces performance evaluation metrics, and highlights the potential benefits and drawbacks of trading only above the 150 SMA.
00:00
Transcript
Play full episode
Remember Everything You Learn from Podcasts
Save insights instantly, chat with episodes, and build lasting knowledge - all powered by AI.
