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Algorithmicly filter choppy markets
http://www.smartquant.com/forums/viewtopic.php?f=44&t=10781
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Author:  slicky_pete [ Wed Jul 02, 2014 5:20 pm ]
Post subject:  Algorithmicly filter choppy markets

Hello fellow quants,

do you know any articles, materials or strategies to filter out choppy markets?

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