November 2019
Beginner
394 pages
10h 31m
English
All trading signals and trading strategies are built on top of certain underlying assumptions, such as assumptions about market participant behavior, and assumptions about interactions and relationships between different asset classes and different trading instruments. When we built basic trading strategies, we relied on the underlying assumptions that parameters such as 20 days and 40 days were correct for our trading instrument. With sophisticated trading strategies, such as volatility adjusted trading strategies, economic-release-based trading strategies, pair-trading strategies, and statistical arbitrage strategies, there are more underlying assumptions about the relationship ...