sporelax / CarpTrader

A MiniFutures trend trader for all kinds of indices
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How to calculate momentum #12

Open sporelax opened 7 years ago

sporelax commented 7 years ago

Hardest part. Can spend a lifetime on this. For starters, some combination of SMA/volume/auto-regressive method used. Sinus-shaped 3-5 day intervals? LSE? Weighting of momentum signals?