• The result is a historical track record for each of the

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    October 11, 2012 /  Uncategorized

    Not the meatball I grew up with, says Palmieri. Which, on first blush, seems quite the understatement. But au contraire to Palmieri, who sees the veal meatballs at Orange Squirrel as very similar to the meatballs of his childhood. The result is a historical track record for each of the breakout lengths. Our study plots the correlation between a CTA’s monthly return stream and the return stream of each of the breakout lengths. We have found that most of the CTAs we tested have a very high correlation to breakout lengths between 30 and 60 days..

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