My CTA replication model* is up 10% in Feb, lotta champagne being popped at AHL this month. Winton and RIDA experiencing major fomo. *not something I trade, I just track it
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Replying to @Z54156997
Best guess is around 12400 ie another 5-6% down from here.
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Replying to @Z54156997
Lots of different techniques being used but you can roughly approximate them all with an exponential moving average crossover 
2:28 PM - 25 Feb 2021
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