“One of the factors may just be how far away are you from…” — Chat With Traders at 44:25
“One of the factors may just be how far away are you from the moving average. And another one might be how far has the VIX moved in the past five days. Like from a principal component analysis, from understanding what are the factors that really drive the returns and drive the signal. It's really those two things. So…”
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