The Kalman Smoother is a lookback-probabilistic tool.
That means here, we exercise hindsight. See what happened last time we had a sustained cross?
Ladies and gentlemen, this timeframe is is on the weekly...
Comentário:
Mean reversion is triggering with the MVWAP bands. Options expiry is going to bring a whole new wave of unknows.
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Mean reversion is triggering with the MVWAP bands. Options expiry is going to bring a whole new wave of unknows.