
54 - The Theta Engine Matrix
The Trade Busters
00:00
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.
Transcript
Play full episode