The Way to Think Systematically About Trends

All credit to www.michaelcovel.com/2011/01/23/the-way-to-think-systematically-about-trends/

“Systematic trading strategies…are designed to exploit recurring, non-random characteristics of price behavior in futures and forward markets. …[We] pursue the highest possible degree of portfolio diversification within relevant constraints such as, without limitation, market volume restrictions, regulatory and fiscal constraints, limitation as a result of the account size and limitations due to the restricted access of broker(s) to certain markets. “

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