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Short-term trend-following #3

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rolling-panda-san opened this issue May 6, 2022 · 0 comments

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rolling-panda-san commented May 6, 2022

Use the same time series momentum signal but with a much shorter lookback window (e.g., 3 days)
https://twitter.com/ReformedTrader/status/1227824871863799808

rolling-panda-san added the enhancement label

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