191: Combining Algos using State-Based Market Design – Richard Metzger
Better System Trader
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How Do I Find a Sideways Market?
CNN's Jim Cevallos explains how he separates the market into three states. He defines up as 30 points or more on the S&P and anything in between is sideways. A third of the time, it's going to either be down or sideways; other two thirds are equal. The whole point is that you want an equal number of states for each state.
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