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Course Update: ETF Pullbacks

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By Joe Marwood Latest Content Update June 28, 2017

I have just included a new trading system called ETF Pullbacks for the course Hedge Fund Trading Systems Part Two.

This is a very simple mean reversion system with a high win rate of over 70% and an average trade duration of 7 days.

It trades a selection of 25 liquid ETFs and is based on eight years of out-of-sample performance. It is also provided with full Amibroker code.

Members of Access All Areas get complimentary access to this new system.

etf pullbacks system equity curve

Joe Marwood / About Author
Joe Marwood is an independent trader and writer specialising in trading systems and stock trading. He began his career trading the FTSE 100 and German Bund for a trading house in London and now works through his own company. He also writes for Seeking Alpha and other financial publications.
More posts by Joe Marwood

Comments (2)

Jay
June 28, 2017 at 11:40 pm
Reply

Thanks for the update JB! I might have to pull the trigger on this one. I’ve been looking for a simple mean reversion strategy to augment and diversify my trend following. I’ll be sure to take a closer look!

JB Marwood
June 30, 2017 at 9:45 pm
Reply

Thanks Jay, there are a few on there for mean reversion.

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