• 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.



OpenMetrics Solutions LLC

Dufourstrasse 47

8008 Zürich

contact@openmetrics.ch

www.openmetrics.ch

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