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AlphaLab

SPY vs. EURUSD, ordinary MACD, extraordinary results.

欧元/美元 (FX:EURUSD)  
AlphaLab  
FX:EURUSD   欧元/美元
statarb Moving Average Convergence / Divergence (MACD) Fractal trend Oscillators
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statarb macd fractal trend oscillator
Combine standard MACD with market fundamentals to achieve extraordinary trading results. Note oversized gains coupled with infrequent, undersized losses!

相关观点

AlphaLab
Inversely correl'd EURUSD - USDCHF is a perfect fit for StatArb
AlphaLab
StatArb
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