Boosting Rates Of Return With Noncorrelated Systems by Richard L. Weissman
ARTICLE SYNOPSIS ...Boosting Rates Of Return With Noncorrelated Systems by Richard L. Weissman
Here's how adding noncorrelated assets
within a trading system and combining
noncorrelated systems can help your trading.
Mechanical trading systems
offer traders and risk managers
a distinct alternative
to more commonly used
discretionary methods.
Many mechanical trading systems use mathematical technical analysis,
also defined as the mathematical study
of past price history. I will explore methods
of improving rates of return using
mechanical trading systems without significantly
increasing drawdowns. I will
demonst...
AUTHOR: Richard L. WeissmanDATE: JAN 2004
AUTHOR: Richard L. WeissmanDATE: DEC 2003SUBJECT: Trader's Notebook