Archive for 2014

Analyzing random trader outcomes: Trend-following biases with different lookback periods on the EUR/USD

During the past few weeks we have been looking at the results of random trading on the EUR/USD, particularly at the distribution characteristics of random trader outcomes during the 2000-2014 period. On a previous post we discussed how introducing a trending bias can heavily impact the results for random traders, although the small trending bias […]

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