050: Linda Raschke shares the work of Nelson Freeburg, his approach to model development and what we can learn by studying his work.
Better System Trader
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How Nelson Designed the Russell Growth Versus Value Model
Nelson would take other people's timing models and improve on them by finding ways to improve their risk adjusted basis. He was very good at adding filters in my opinion, like short-term paper yields or the OEX divided by the SPX must be above its 50 day moving average. This is a model that we actually have on TradeStation and Nigel Winnie worked for me, programmed this on TradeStation. It's one of those things that you can easily tweak as well.
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