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Stocks & Commodities V. 42:03 (8–16): Taming The Effects Of Whipsaw by Richard Poster, PhD

Stocks & Commodities V. 42:03 (8–16): Taming The Effects Of Whipsaw by Richard Poster, PhD

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Taming The Effects Of Whipsaw by Richard Poster, PhD

By filtering market whipsaw, the trading performance of a trend-following strategy could be greatly improved. Heres how.

Trend-following strategies are most profitable when they identify trending movement as early as possible. But, because trends sometimes abruptly end and then reverse due to market whipsaw, these strategies become less profitable ...
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