3 ms·
this sounds to me like a dollar cost averaging strategy - only buy in when the current price falls below an n-day moving average. I doubt there is any risk adj
by zzzzzzzza 3y ago
this sounds to me like a dollar cost averaging strategy - only buy in when the current price falls below an n-day moving average.
I doubt there is any risk adjusted alpha to the strategy - in practice it's my, newbie, understanding that the only thing that differentiates such strategies in the broader scheme of things is tax efficiency.
however I am also not a ML expert
- linuxdude314 3y agoWhat are you talking about? Wrong thread?
- zzzzzzzza 3y agoi am suggesting the two strategies might have similar trade offs/benefits though I am not familiar enough with attention mechanisms to say for sure. it's a comparison/analogy?