191: Combining Algos using State-Based Market Design – Richard Metzger
Better System Trader
How Long Does the Market Need to Go Sideways to Switch From Down Trend State to Sideways State?
How long does the market need to go sideways to switch from down trend state to sideways state? Yeah. The length then is really dependent upon, um, I guess a few things, maybe like how long you hold on average,. But as long as you're using more like a net liquidating value on when you then compare, then it might not matter as much. And so that's why you do want enough trades to occur in the state so that you get a good little average on any given month. Okay. We've got a question here from M squared and then we'll move on a little bit to the next couple slides.
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