More on the Overnight RSI(2) Strategy

11Sep12

Here is a different take from Rob Hanna on the simple Overnight RSI(2) strategy I shared last week:

http://overnightedges.com/587/is-overnight-trading-worth-it/

FWIW, I still think that the strategy is a non-starter – too little meat in those returns relative to risk – but reasonable people can disagree, and it’s always nice to see well thought out, empirically-minded, vertical blogging.

Happy Trading,
ms

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