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191: Combining Algos using State-Based Market Design – Richard Metzger

Better System Trader

CHAPTER

Is There a Difference Between a Moving Average and a Regime Filter?

I've been using that tool now for probably three years, maybe four. Great tool. It allows you to do quite a bit actually. And he does charge. I don't know the guy or anything, but it's been a great tool for me. Here's a question from Justin that was posted a while ago,. But it's a good question. Seems like another approach to regime filters and curious what advantages this has over more traditional approaches.

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