| http://www.w3.org/ns/prov#value | - 5 thoughts on ???Simple Moving Average Strategy with a Volatility Filter??? Jez Liberty says: April 19, 2012 at 7:26 pm In general, I think filters are a good idea to try and limit the number of position when trading/scanning a (too) large portfolio (ie follow 100 instruments but only pick the best 20 or whatever number is returned by your filter(s)).
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