Скачать с ютуб Using Asset Filtering to improve Trading Strategies | Research Results 1 в хорошем качестве

Using Asset Filtering to improve Trading Strategies | Research Results 1

'Asset Filtering' is a process of identifying the assets that are most suited to a specific trading strategy, or style. One criterion that can be utilized to inform this filtering is Noise. By only trading assets with a noise signature that is beneficial to a trading style can produce significant performance improvements. This video shows the results of a brief research study into these effects. Brought to you by Darwinex: UK FCA Regulated Broker, Asset Manager & Trader Exchange where Traders can legally attract Investor Capital and charge Performance Fees: https://www.darwinex.com/?utm_source=... Follow Darwinex on LinkedIn:   / tradeslide-ventures   #AssetFiltering, #TradingStrategy, #MarketNoise, #TradingPerformance, #EfficiencyRatio, #Kaufman, #Darwinex This is Episode 91 in the Darwinex 'Algo Trading for a Living' Playlist, and Episode 11 of the 'Market Noise' mini-series. Video Contents: 00:00 Introduction 00:22 Connecting talented traders with investors 01:17 Intro to 'Asset Filtering' technique 02:18 Overview of mean-reversion strategy used 03:52 Asset filtering for a mean-reversion strategy 04:18 Baseline results using 28 currency pairs 06:14 Filtering for most noisy and least noisy currency pairs 08:35 Summary Content Disclaimer: Past performance is not a reliable indicator of future results. The contents of this video (and all other videos by the presenter) are for educational purposes only and are not to be construed as financial and/or investment advice. Risk disclosure: https://www.darwinex.com/legal/risk-d...