Time: 20 to 30 minutes · You'll need: a calculator or spreadsheet · Builds on: Lesson 3
Warm-up
Check yourself
β_entry is 0.80 and β_live is 0.94. Does the abort fire?
Check yourself
The abort fires at the close of bar 12. When is the trade closed?
Exercise 3 · 13 min
Beta Drift and the 15% Abort
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