200: “Using market noise to improve strategies” – Martyn Tinsley
Better System Trader
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Asset Filtering - The Efficiency Ratio
An australian dollar came out as the least adas, measured by the efficiency ratio. And so tend to find that these are a lot more effective for mean reversion type strategies. So that's what i mean by asset filtering. Its effectively going through that process of determining which assets are likely to give you the biggest success.
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