Top Traders Unplugged cover image

SI300: Finding the Optimal Trend Following Rules ft. Richard Brennan

Top Traders Unplugged

00:00

Optimizing Trend Following Rules with Mathematical Models

The chapter explores a white paper discussing a new approach to evaluating optimized trend following models using mathematical concepts like Markov processes and autoregression. It explains how these models aim to determine optimal trend-following rules for medium to long-term holding strategies in trading. The discussion also highlights the use of AI like chat GPT to simplify complex mathematical concepts in white papers for a broader audience.

Transcript
Play full episode

The AI-powered Podcast Player

Save insights by tapping your headphones, chat with episodes, discover the best highlights - and more!
App store bannerPlay store banner
Get the app