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Tag Archives: term structure

A Very Different Kind of Trend Model

Trend following is all about following the price. Typically the only input we need for a trend following model is the price. But what if I told that we could make a kind of trend following model which does not use the price direction as an input at all? It also has no stops and no targets. In this article, ...

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Don’t analyze the wrong time series

Regardless of your trading style, it is important that you analyse the same thing that you trade. That might sound obvious, but it is a very common error even among professionals. There are two main mistakes in this regard. To analyze the cash markets while trading the futures and to analyze a non-adjusted futures continuation. Both usually have large error ...

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