[blackcat] L2 Ehlers Pairs Rotation
Level 2
Background
John Ehlers’ articles in the July issues on 2022,“Pairs Rotation With Ehlers Loops, Part 2”
Function
In part 1 of his article in the June 2022 issue (“Ehlers Loops”), John Ehlers uses a relationship of price and volume to determine if any predictive value can be obtained. His technique, called Ehlers Loops, aid in visualizing the performance of one datastream against another. In part 2 appearing in this issue (“Pairs Rotation With Ehlers Loops”), the author demonstrates Ehlers Loops in action with a pairs trading example. This pairs rotation strategy is aimed at minimizing drawdown while simultaneously maximizing return on capital.
Remarks
Feedbacks are appreciated.
Background
John Ehlers’ articles in the July issues on 2022,“Pairs Rotation With Ehlers Loops, Part 2”
Function
In part 1 of his article in the June 2022 issue (“Ehlers Loops”), John Ehlers uses a relationship of price and volume to determine if any predictive value can be obtained. His technique, called Ehlers Loops, aid in visualizing the performance of one datastream against another. In part 2 appearing in this issue (“Pairs Rotation With Ehlers Loops”), the author demonstrates Ehlers Loops in action with a pairs trading example. This pairs rotation strategy is aimed at minimizing drawdown while simultaneously maximizing return on capital.
Remarks
Feedbacks are appreciated.
Donate TRC20 USDT to below address, 5USDT per monthly sub, 50USDT per yearly sub: TNz84MjJTWUUUyQFpPNjaAU7J2SwhJJ7j9
Note: USDT_TRC20 deposits sent from decentralized exchanges are not yet supported.
Note: USDT_TRC20 deposits sent from decentralized exchanges are not yet supported.
