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It looks just like a 10 period and 30 period simple moving average crossover (ie PPO using simple moving averages)


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You are right that it is a "very arbitrary procedure". More charitably it is a "hack" that gives a practical solution without addressing the fundamental issue. The very fact that when you do an OLS regression of x vs y you get a different result than when you regress y vs x tells you that OLS regression is probably not the right tool to construct a hedged ...


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