Nice article in this month's SFO by Mike Carr and Matt Blackman that looks at several different entry and exit systems for daytrading. Some interesting jumping off points are presented that emphasize the difficulties trading around the hedge funds and commercials as well as the need to correctly identify the character of your trade as either trending or trading range.This article is a good compliment to Richard Muehlberg's study of linear regression and mean reversion as noted in Firday's post.
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