178: Nick Radge – The Blueprint: Create a Simple Trend Following System
Chat With Traders
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The S&P 500 and Survivorship Bias
The Australian market is quite small since the GFC liquidity has disappeared significantly in the Australian market and volume filters are certainly very very important especially if you have a decent sized account. I want to ensure that my order size is not going to be any more than 2 3% of the whole daily average volume over that period of time so that will leave me out of certain types of stocks. We can also test historical constituents as well okay so survivorship bias is a big problem and survivorship bias basically means let's say for example we talk about the S&P 500 today it contains 500 stocks but historically there's been 1,788 stocks in the S&P 500 at one time or
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