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    Fan here also of the law of averages in general and particularly VWAP and TWAP for back testing. My bias for volume weighted averages however was holding me back in some areas though and it was only recently thanks to @slick that the penny has finally started to drop on the beauty and application usage of Bollinger bands as well. As an extra it is not uncommon for me to also export data as a scatter chart to assist in helping visually identify any imbalances while the words of Poincare are never far away as a guiding influence particularly during the testing phase of a mathematical model. For those not familiar – mentioned previous, Poincare was a French mathematician who extensively studied dynamic systems and famously once stated that "It may happen that small differences in the initial conditions produce very great ones in the final phenomena. A small error in the former will produce an enormous error in the latter. Prediction becomes impossible." Anyway, I will not keep you. I could happily discuss and debate this stuff all night hence the term analysis paralysis I recall as being rightly mentioned during a previous master class by the man himself. All my opinion always of course! Enjoy the rest of your evening.
 
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