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033 - Rob Carver - The Comprehensive Guide to a Diversified Futures Strategy

The Algorithmic Advantage

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Trading Strategies: Mean Reversion and Momentum

This chapter explores two major trading strategies: mean reversion and relative momentum, focusing on their application in futures trading. It discusses the importance of volatility adjustment, the construction of performance indices, and analyzes market behaviors like the 'dead cat bounce' after significant price declines.

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