Tail ratio and common sense ratio #276
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LGTM. This SIMPLE_STAT_FUNCS pattern rocks. |
twiecki
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Jan 29, 2016
Tail ratio and common sense ratio
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Felt inspired after reading https://www.quora.com/Under-what-market-conditions-does-mean-reversion-work-better-than-trend-following. Adds the two metrics proposed.