You've heard me talk a lot on this blog about building adaptive trading strategies that are capable of "learning" from the markets. Our recently launched YK Strategy takes this approach and so far has done an excellent job adjusting to some very troubled markets (click for performance). Last month I posted a framework that we used [...]
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You've heard me talk a lot on this blog about building adaptive trading strategies that are capable of "learning" from the markets. Our recently launched YK Strategy takes this approach and so far has done an excellent job adjusting to some very troubled markets (click for performance). Last month I posted a framework that we used [...]
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