The Kalman Smoother is a lookback-probabilistic tool.
That means here, we exercise hindsight. See what happened last time we had a sustained cross?
Ladies and gentlemen, this timeframe is is on the weekly...
Comment:
Mean reversion is triggering with the MVWAP bands. Options expiry is going to bring a whole new wave of unknows.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Mean reversion is triggering with the MVWAP bands. Options expiry is going to bring a whole new wave of unknows.