Module 3 · Lesson 9 · 9 min

The Break-Even Entry Filter

What you'll be able to do

  • Calculate the expected capture from entry to the exit band, and the expected hold, from σ, φ and the two bands.
  • Compare capture with round-trip cost plus funding over the hold, and decide to enter or skip.
  • Explain why the filter's inputs must be fixed on training data.

This course is for members.

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