MR Swing System Development

Our system  design starts  with the  core principles  outlined  in the introduction: (1) we exploit different characteristics of markets by using a market‐regime‐switching method to take advantage of short‐term mean‐reversion in the bear regime, and deploy swing trading in the bull regime.  Next, we will employ (2)  non  symmetrical  trading  algorithms  for  entries,  exits  and  the  regime  specific  trading  algorithms. Every system component must be based on (3) volatility adaptive metrics so that it can handle changes in volatility over a long time span.  Finally, we recognize that no regime switching model will be able to  eliminate  all  false  signals  and  each  core  system  component  must  exhibit  (4)  robustness  to  regime whipsaws.

– from MR Swing

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