Mher Vartanian
January 16, 2017
Mher Vartanian @ Branch 22 Capital LLC.
Branch22.com

Tendential Strategy

    

In this weekly update, we are working on the development and analysis of a strategy to identify the rupture of tendential assets. The strategy is designed to successful identify ruptures in the tendency evaluating the moment when the price crosses a highest high or lowest low in a determined period. 


First, we start by using a volatility ratio that will help us to identify abnormalities in the behavior that could indicate a tendency change or a fundamental event. 

Loading PDF

More from Mher Vartanian
The most important insight of the day
Get the Harvest Daily Digest newsletter.