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  • OpenMetrics

Bayesian Stability Filtrations

Updated: Apr 24, 2019

Indicators, Signal Strengths and Position Thresholds

In this report we describe financial indicators, signal strength, and position

thresholds based on a Bayesian Stability approach.

The measures are used to rebalance investments with the goal to achieve steady increases in the returns, and low drawdowns with short recovery times.

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