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Trend following. The dynamic systems & strategies that make up a modern CTA, w/ EMCs John Krautsack

The Derivative

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How to Get New Perometers for a Trading System

Each one of our systems has a unique mathematical super value. And it tends to be weitedo the closer to the most recent data owso there might be a sharp over ten years, a times a return numerator over two years. So we're optomizing to get those parometers, which make the systems quite different from each other.

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