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2 opinions

    • Uzi Mann

    • April 2, 2015

    • 8:25 am

    • Reply

    Mr. Marwood,
    Thank you for the Trend Following Course.
    I have two questions:
    1. why the performance of each system was compared with the SP500 (which consists mainly of large companies) and not with an index that includes small companies (SP1500? Russell200)?
    2. Why the priority for selecting the individual stocks (PositionScore in Amibroker) was based on the 14-day RSI (which is a short-term indicator) and not a longer term momentum parameters such as 6-month ROC?

    In response to your solicitation for suggestions of good trading books, I would suggest adding Stan Weinstein’s book Secrets of Profiting in Bull and Bear Markets” to the list.

    • Thank you for your questions.
      1. Because that is my benchmark.
      2. Because I like RSI14.
      Thank you for your suggestion.

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