globalarbtrader's Recent Activity

  1. globalarbtrader replied to the thread Fully automated futures trading.

    I use the same weights as for everything else, because I'm not an overfitting monkey.... I don't use just momentum and carry, so a...

    Apr 24, 2025 at 8:41 AM

  2. globalarbtrader replied to the thread Are Markets truly Fractual?.

    That's relative momentum cross sectionally (and only in stocks FWIW). The OP is talking about absolute momentum (call it trend following...

    Apr 22, 2025 at 11:13 AM

  3. globalarbtrader replied to the thread Are Markets truly Fractual?.

    Source?

    Apr 22, 2025 at 10:27 AM

  4. globalarbtrader replied to the thread Are Markets truly Fractual?.

    No https://arxiv.org/pdf/2501.16772 "Across asset classes, we find that markets are in a trending regime on time scales that range...

    Apr 22, 2025 at 10:12 AM
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