Trend-Following in STIR: part 2
Looking into signal construction, and a pratical example
After the first installment of STIR Trend Following, we move into the second chapter of the trilogy, where we analyze how to construct two different trend-following signals:
The first one is based on moving averages.
The second one is based on pure price changes.
We will standardize by volatility to have a normalized measure. After that, we will perform ot…
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