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Market Anomaly Trading
Sebastian Ospina Valencia
5 (1)
This Robot detects when an statististical anomaly is present on the market an exploits its. It works better on currencies with low volatility but it performs relativellly well on high volatility pairs like EUR/USD and with indexes and commodities. Uses some indicators and its statistical properties to perform statistical arbitrage. Maximal drawdown 22%.(Backtesting) Instructions The bot needs 3 parameters to work: - Sigma (float) : size of the anomaly. A larger sigma means that the anomaly that