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What Quant Models Can Teach Us About Trading Psychology
Above we can see SPY (blue line) plotted against a six-variable trading model that I developed using ensemble modeling. When we have a positive score, the model is deemed to be bullish over a next 10-day horizon. When we have a negative score, the model is deemed to be bearish. The model is flat as of yesterday's close. The model includes such variables as market volatility, breadth, buying/selling participation, and market cycle status.
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