Very interesting study. For this type of analysis, it’s best to remove the overall drift by subtracting the avg performance of the underlying. This will tell you what the overperformance of the system is. You are on the right path.
Very interesting study. For this type of analysis, it’s best to remove the overall drift by subtracting the avg performance of the underlying. This will tell you what the overperformance of the system is. You are on the right path.
RE: EXIT TRADE / EXIT LONG POSITION / SYSTEM # 7 COMPARISON 24hr VOLUME BTC / CRYPTO CURRENCY BITTREX - POLONIEX